DZ Bank Call 6.5 TEG 20.12.2024
/ DE000DJ0TAM0
DZ Bank Call 6.5 TEG 20.12.2024/ DE000DJ0TAM0 /
| 17/07/2024 14:35:20 |
Chg.-0.230 |
Bid21:58:04 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.250EUR |
-2.71% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
6.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ0TAM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.80 |
| Intrinsic value: |
7.71 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.36 |
| Parity: |
7.71 |
| Time value: |
0.35 |
| Break-even: |
14.56 |
| Moneyness: |
2.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
1.67 |
| Rho: |
0.02 |
Quote data
| Open: |
8.450 |
| High: |
8.450 |
| Low: |
8.250 |
| Previous Close: |
8.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.09% |
| 3 Months |
|
|
+35.02% |
| YTD |
|
|
+15.55% |
| 1 Year |
|
|
+90.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.820 |
6.870 |
| 6M High / 6M Low: |
8.820 |
4.870 |
| High (YTD): |
11/07/2024 |
8.820 |
| Low (YTD): |
05/03/2024 |
4.870 |
| 52W High: |
11/07/2024 |
8.820 |
| 52W Low: |
19/10/2023 |
3.510 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.997 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
53.84% |
| Volatility 6M: |
|
58.70% |
| Volatility 1Y: |
|
76.68% |
| Volatility 3Y: |
|
- |
