DZ Bank Call 5.5 TUI1 20.09.2024
/ DE000DJ261A5
DZ Bank Call 5.5 TUI1 20.09.2024/ DE000DJ261A5 /
| 16/08/2024 08:26:34 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TUI AG |
5.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ261A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
16/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.42 |
| Parity: |
0.35 |
| Time value: |
0.25 |
| Break-even: |
6.10 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
7.55 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
6.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+79.31% |
| 3 Months |
|
|
-70.95% |
| YTD |
|
|
-75.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.520 |
0.290 |
| 6M High / 6M Low: |
2.670 |
0.240 |
| High (YTD): |
09/04/2024 |
2.670 |
| Low (YTD): |
05/08/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
685.27% |
| Volatility 6M: |
|
252.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
