DZ Bank Call 12 TEG 20.12.2024
/ DE000DJ4BPV9
DZ Bank Call 12 TEG 20.12.2024/ DE000DJ4BPV9 /
| 9/13/2024 6:12:42 PM |
Chg.+0.05 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.85EUR |
+1.04% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
12.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.69 |
| Intrinsic value: |
4.55 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.35 |
| Parity: |
4.55 |
| Time value: |
0.50 |
| Break-even: |
17.05 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
3.06% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.87 |
| Rho: |
0.03 |
Quote data
| Open: |
4.94 |
| High: |
4.95 |
| Low: |
4.82 |
| Previous Close: |
4.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.48% |
| 1 Month |
|
|
+61.67% |
| 3 Months |
|
|
+83.71% |
| YTD |
|
|
+55.95% |
| 1 Year |
|
|
+109.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
4.12 |
| 1M High / 1M Low: |
4.80 |
2.95 |
| 6M High / 6M Low: |
4.80 |
1.60 |
| High (YTD): |
9/12/2024 |
4.80 |
| Low (YTD): |
3/5/2024 |
1.34 |
| 52W High: |
9/12/2024 |
4.80 |
| 52W Low: |
10/19/2023 |
0.90 |
| Avg. price 1W: |
|
4.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.30% |
| Volatility 6M: |
|
109.22% |
| Volatility 1Y: |
|
130.47% |
| Volatility 3Y: |
|
- |
