DZ Bank Call 13.5 TEG 20.12.2024
/ DE000DJ6UPY8
DZ Bank Call 13.5 TEG 20.12.2024/ DE000DJ6UPY8 /
16/08/2024 18:09:11 |
Chg.-0.08 |
Bid21:44:26 |
Ask21:44:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
-4.04% |
1.86 Bid Size: 5,000 |
1.91 Ask Size: 5,000 |
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: |
7.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.76 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.44 |
Historic volatility: |
0.35 |
Parity: |
0.90 |
Time value: |
1.13 |
Break-even: |
15.53 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.06 |
Spread %: |
3.05% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
4.72 |
Rho: |
0.03 |
Quote data
Open: |
1.95 |
High: |
1.97 |
Low: |
1.87 |
Previous Close: |
1.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.77% |
1 Month |
|
|
-22.76% |
3 Months |
|
|
-32.62% |
YTD |
|
|
-16.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.06 |
1.85 |
1M High / 1M Low: |
2.46 |
1.83 |
6M High / 6M Low: |
2.95 |
0.85 |
High (YTD): |
22/05/2024 |
2.95 |
Low (YTD): |
05/03/2024 |
0.85 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.71% |
Volatility 6M: |
|
135.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |