DZ Bank Call 11 TEG 20.06.2025
/ DE000DJ4BVR5
DZ Bank Call 11 TEG 20.06.2025/ DE000DJ4BVR5 /
| 1/24/2025 8:27:54 AM |
Chg.+0.04 |
Bid9:32:42 AM |
Ask9:32:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+1.39% |
2.80
Bid Size: 20,000 |
2.83
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
11.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4BVR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/24/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
2.25 |
| Time value: |
0.68 |
| Break-even: |
13.93 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
3.17% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.57 |
| Rho: |
0.03 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
2.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.43% |
| 1 Month |
|
|
-24.35% |
| 3 Months |
|
|
-45.72% |
| YTD |
|
|
-22.96% |
| 1 Year |
|
|
-12.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.85 |
| 1M High / 1M Low: |
3.80 |
2.52 |
| 6M High / 6M Low: |
6.58 |
2.52 |
| High (YTD): |
1/2/2025 |
3.80 |
| Low (YTD): |
1/14/2025 |
2.52 |
| 52W High: |
10/2/2024 |
6.58 |
| 52W Low: |
3/5/2024 |
2.30 |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.25 |
| Avg. volume 1Y: |
|
1.10 |
| Volatility 1M: |
|
100.85% |
| Volatility 6M: |
|
77.52% |
| Volatility 1Y: |
|
81.55% |
| Volatility 3Y: |
|
- |