DZ Bank Call 7.5 TEG 21.06.2024
/ DE000DW6UE98
DZ Bank Call 7.5 TEG 21.06.2024/ DE000DW6UE98 /
2024-05-24 10:04:42 AM |
Chg.-0.170 |
Bid10:05:01 AM |
Ask10:05:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.620EUR |
-2.50% |
6.640 Bid Size: 20,000 |
6.690 Ask Size: 20,000 |
TAG IMMOBILIEN AG |
7.50 - |
2024-06-21 |
Call |
Master data
WKN: |
DW6UE9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-24 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.72 |
Intrinsic value: |
6.70 |
Implied volatility: |
1.63 |
Historic volatility: |
0.38 |
Parity: |
6.70 |
Time value: |
0.18 |
Break-even: |
14.38 |
Moneyness: |
1.89 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.15 |
Spread %: |
2.23% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
1.96 |
Rho: |
0.01 |
Quote data
Open: |
6.600 |
High: |
6.650 |
Low: |
6.590 |
Previous Close: |
6.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.19% |
1 Month |
|
|
+36.78% |
3 Months |
|
|
+52.89% |
YTD |
|
|
+10.15% |
1 Year |
|
|
+303.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.470 |
6.790 |
1M High / 1M Low: |
7.470 |
4.840 |
6M High / 6M Low: |
7.470 |
3.790 |
High (YTD): |
2024-05-22 |
7.470 |
Low (YTD): |
2024-03-05 |
3.790 |
52W High: |
2024-05-22 |
7.470 |
52W Low: |
2023-05-29 |
1.550 |
Avg. price 1W: |
|
7.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.402 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.218 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.231 |
Avg. volume 1Y: |
|
.121 |
Volatility 1M: |
|
71.30% |
Volatility 6M: |
|
77.19% |
Volatility 1Y: |
|
101.92% |
Volatility 3Y: |
|
- |