DZ Bank Call 16 TEG 20.09.2024/  DE000DJ6RDB8  /

EUWAX
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:   -