DZ Bank Call 13.5 TEG 20.12.2024
/ DE000DJ6UPY8
DZ Bank Call 13.5 TEG 20.12.2024/ DE000DJ6UPY8 /
| 18/09/2024 18:09:14 |
Chg.0.00 |
Bid19:11:46 |
Ask19:11:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
0.00% |
3.10
Bid Size: 7,000 |
3.17
Ask Size: 7,000 |
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: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
2.56 |
| Time value: |
0.53 |
| Break-even: |
16.59 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
3.00% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.25 |
| Rho: |
0.03 |
Quote data
| Open: |
3.06 |
| High: |
3.16 |
| Low: |
3.06 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.25% |
| 1 Month |
|
|
+62.11% |
| 3 Months |
|
|
+86.67% |
| YTD |
|
|
+35.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
3.08 |
| 1M High / 1M Low: |
3.54 |
1.92 |
| 6M High / 6M Low: |
3.54 |
1.08 |
| High (YTD): |
13/09/2024 |
3.54 |
| Low (YTD): |
05/03/2024 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.37% |
| Volatility 6M: |
|
133.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
