DZ Bank Call 7.5 TEG 20.12.2024
/ DE000DW83ZU4
DZ Bank Call 7.5 TEG 20.12.2024/ DE000DW83ZU4 /
2024-06-14 9:34:49 PM |
Chg.-0.160 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.110EUR |
-2.55% |
6.110 Bid Size: 2,000 |
6.260 Ask Size: 2,000 |
TAG IMMOBILIEN AG |
7.50 - |
2024-12-20 |
Call |
Master data
WKN: |
DW83ZU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.87 |
Intrinsic value: |
5.72 |
Implied volatility: |
0.77 |
Historic volatility: |
0.38 |
Parity: |
5.72 |
Time value: |
0.54 |
Break-even: |
13.76 |
Moneyness: |
1.76 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.15 |
Spread %: |
2.46% |
Delta: |
0.91 |
Theta: |
0.00 |
Omega: |
1.92 |
Rho: |
0.03 |
Quote data
Open: |
6.300 |
High: |
6.370 |
Low: |
6.060 |
Previous Close: |
6.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.63% |
1 Month |
|
|
-19.82% |
3 Months |
|
|
+33.70% |
YTD |
|
|
-3.02% |
1 Year |
|
|
+127.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.680 |
6.110 |
1M High / 1M Low: |
7.770 |
6.110 |
6M High / 6M Low: |
7.770 |
4.070 |
High (YTD): |
2024-05-22 |
7.770 |
Low (YTD): |
2024-03-05 |
4.070 |
52W High: |
2024-05-22 |
7.770 |
52W Low: |
2023-06-26 |
2.280 |
Avg. price 1W: |
|
6.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.669 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.837 |
Avg. volume 1Y: |
|
5.294 |
Volatility 1M: |
|
65.59% |
Volatility 6M: |
|
67.83% |
Volatility 1Y: |
|
88.52% |
Volatility 3Y: |
|
- |