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DZ Bank Call 10 TEG 21.06.2024/  DE000DW37CA1  /

Frankfurt Zert./DZB
2024-05-24  3:35:28 PM Chg.+0.020 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.410EUR +5.13% 0.410
Bid Size: 50,000		 -
Ask Size: -		 TAG IMMOBILIEN AG 10.00 - 2024-06-21 Call
 

Master data

WKN: DW37CA
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 2.05
Historic volatility: 0.38
Parity: 0.42
Time value: 0.11
Break-even: 15.30
Moneyness: 1.42
Premium: 0.08
Premium p.a.: 1.64
Spread abs.: 0.15
Spread %: 39.47%
Delta: 0.82
Theta: -0.04
Omega: 2.19
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.430
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month  
+86.36%
3 Months  
+127.78%
YTD  
+10.81%
1 Year  
+720.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.390
1M High / 1M Low: 0.460 0.220
6M High / 6M Low: 0.460 0.150
High (YTD): 2024-05-22 0.460
Low (YTD): 2024-03-05 0.150
52W High: 2024-05-22 0.460
52W Low: 2023-06-01 0.050
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   0.209
Avg. volume 1Y:   0.000
Volatility 1M:   128.25%
Volatility 6M:   135.81%
Volatility 1Y:   176.67%
Volatility 3Y:   -