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DZ Bank Call 12 TEG 20.12.2024/  DE000DJ4BPV9  /

Frankfurt Zert./DZB
09/08/2024  15:04:34 Chg.+0.250 Bid15:26:56 Ask15:26:56 Underlying Strike price Expiration date Option type
3.030EUR +8.99% 3.040
Bid Size: 20,000		 3.070
Ask Size: 20,000		 TAG IMMOBILIEN AG 12.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ4BPV
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.84
Leverage: Yes

Calculated values

Fair value: 2.48
Intrinsic value: 1.95
Implied volatility: 0.52
Historic volatility: 0.36
Parity: 1.95
Time value: 0.93
Break-even: 14.88
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 3.23%
Delta: 0.75
Theta: -0.01
Omega: 3.64
Rho: 0.03
 

Quote data

Open: 2.790
High: 3.100
Low: 2.790
Previous Close: 2.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.11%
1 Month  
+3.41%
3 Months
  -0.33%
YTD
  -1.94%
1 Year  
+85.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.160 2.780
1M High / 1M Low: 3.870 2.780
6M High / 6M Low: 3.970 1.270
High (YTD): 22/05/2024 3.970
Low (YTD): 05/03/2024 1.270
52W High: 22/05/2024 3.970
52W Low: 19/10/2023 0.900
Avg. price 1W:   2.908
Avg. volume 1W:   0.000
Avg. price 1M:   3.139
Avg. volume 1M:   0.000
Avg. price 6M:   2.553
Avg. volume 6M:   23.622
Avg. price 1Y:   2.308
Avg. volume 1Y:   11.719
Volatility 1M:   103.90%
Volatility 6M:   117.94%
Volatility 1Y:   144.39%
Volatility 3Y:   -