DZ Bank Call 13.5 TEG 20.12.2024
/ DE000DJ6UPY8
DZ Bank Call 13.5 TEG 20.12.2024/ DE000DJ6UPY8 /
| 8/16/2024 6:09:11 PM |
Chg.-0.08 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-4.04% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
13.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.00 |
| 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): |
5/22/2024 |
2.95 |
| Low (YTD): |
3/5/2024 |
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: |
|
- |
