OverviewChartNewsTraderScreen

DZ Bank Call 7 TEG 20.12.2024/  DE000DW83ZT6  /

Frankfurt Zert./DZB
13/06/2024  13:35:00 Chg.-0.220 Bid13:42:08 Ask13:42:08 Underlying Strike price Expiration date Option type
6.930EUR -3.08% 6.960
Bid Size: 20,000		 7.010
Ask Size: 20,000		 TAG IMMOBILIEN AG 7.00 - 20/12/2024 Call
 

Master data

WKN: DW83ZT
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.89
Leverage: Yes

Calculated values

Fair value: 6.98
Intrinsic value: 6.85
Implied volatility: 0.85
Historic volatility: 0.38
Parity: 6.85
Time value: 0.49
Break-even: 14.34
Moneyness: 1.98
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 2.09%
Delta: 0.93
Theta: 0.00
Omega: 1.75
Rho: 0.03
 

Quote data

Open: 7.170
High: 7.170
Low: 6.930
Previous Close: 7.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.97%
1 Month
  -4.68%
3 Months  
+27.86%
YTD  
+3.13%
1 Year  
+148.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.370 6.700
1M High / 1M Low: 8.230 6.700
6M High / 6M Low: 8.230 4.480
High (YTD): 22/05/2024 8.230
Low (YTD): 05/03/2024 4.480
52W High: 22/05/2024 8.230
52W Low: 26/06/2023 2.530
Avg. price 1W:   7.006
Avg. volume 1W:   0.000
Avg. price 1M:   7.573
Avg. volume 1M:   0.000
Avg. price 6M:   6.085
Avg. volume 6M:   0.000
Avg. price 1Y:   5.173
Avg. volume 1Y:   0.000
Volatility 1M:   63.31%
Volatility 6M:   63.41%
Volatility 1Y:   82.96%
Volatility 3Y:   -