DZ Bank Call 13.5 TEG 20.06.2025
/ DE000DJ69JR0
DZ Bank Call 13.5 TEG 20.06.2025/ DE000DJ69JR0 /
| 09/08/2024 13:04:57 |
Chg.+0.22 |
Bid13:20:31 |
Ask13:20:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
+8.33% |
2.86
Bid Size: 20,000 |
2.88
Ask Size: 20,000 |
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: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
0.45 |
| Time value: |
2.25 |
| Break-even: |
16.20 |
| Moneyness: |
1.03 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
2.27% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
3.31 |
| Rho: |
0.05 |
Quote data
| Open: |
2.64 |
| High: |
2.87 |
| Low: |
2.64 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
+1.06% |
| 3 Months |
|
|
-1.04% |
| YTD |
|
|
+2.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.64 |
| 1M High / 1M Low: |
3.58 |
2.64 |
| 6M High / 6M Low: |
3.71 |
1.34 |
| High (YTD): |
22/05/2024 |
3.71 |
| Low (YTD): |
05/03/2024 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.92% |
| Volatility 6M: |
|
105.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
