DZ Bank Call 16 TEG 20.09.2024
/ DE000DJ6RDB8
DZ Bank Call 16 TEG 20.09.2024/ DE000DJ6RDB8 /
| 26/07/2024 08:12:35 |
Chg.-0.020 |
Bid09:19:45 |
Ask09:19:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-9.09% |
0.250
Bid Size: 20,000 |
0.270
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
16.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ6RDB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
-1.79 |
| Time value: |
0.34 |
| Break-even: |
16.34 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
11.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-47.37% |
| YTD |
|
|
-79.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.220 |
| 1M High / 1M Low: |
0.690 |
0.220 |
| 6M High / 6M Low: |
0.980 |
0.180 |
| High (YTD): |
22/05/2024 |
0.980 |
| Low (YTD): |
17/04/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.80% |
| Volatility 6M: |
|
269.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
