DZ Bank Call 13.5 TEG 20.12.2024
/ DE000DJ6UPY8
DZ Bank Call 13.5 TEG 20.12.2024/ DE000DJ6UPY8 /
| 18/10/2024 21:34:55 |
Chg.-0.080 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
-2.57% |
3.000
Bid Size: 2,000 |
3.090
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
13.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ6UPY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
2.71 |
| Time value: |
0.38 |
| Break-even: |
16.59 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
3.00% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.02 |
Quote data
| Open: |
3.160 |
| High: |
3.160 |
| Low: |
2.920 |
| Previous Close: |
3.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.19% |
| 1 Month |
|
|
+5.57% |
| 3 Months |
|
|
+45.67% |
| YTD |
|
|
+34.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
3.030 |
| 1M High / 1M Low: |
3.730 |
2.810 |
| 6M High / 6M Low: |
3.730 |
1.260 |
| High (YTD): |
01/10/2024 |
3.730 |
| Low (YTD): |
05/03/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.64% |
| Volatility 6M: |
|
132.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
