DZ Bank Call 13.5 TEG 20.06.2025
/ DE000DJ69JR0
DZ Bank Call 13.5 TEG 20.06.2025/ DE000DJ69JR0 /
| 15/10/2024 21:35:24 |
Chg.+0.060 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
+1.53% |
4.000
Bid Size: 2,000 |
4.090
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
13.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ69JR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
2.70 |
| Time value: |
1.32 |
| Break-even: |
17.52 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
2.29% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.09 |
| Rho: |
0.06 |
Quote data
| Open: |
3.580 |
| High: |
4.010 |
| Low: |
3.580 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
-8.06% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
+43.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
3.680 |
| 1M High / 1M Low: |
4.490 |
3.680 |
| 6M High / 6M Low: |
4.490 |
1.590 |
| High (YTD): |
01/10/2024 |
4.490 |
| Low (YTD): |
05/03/2024 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.36% |
| Volatility 6M: |
|
101.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
