DZ Bank Call 7 TEG 20.12.2024
/ DE000DW83ZT6
DZ Bank Call 7 TEG 20.12.2024/ DE000DW83ZT6 /
5/31/2024 9:34:52 PM |
Chg.-0.020 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.580EUR |
-0.26% |
7.600 Bid Size: 2,000 |
7.750 Ask Size: 2,000 |
TAG IMMOBILIEN AG |
7.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.41 |
Intrinsic value: |
7.26 |
Implied volatility: |
0.83 |
Historic volatility: |
0.38 |
Parity: |
7.26 |
Time value: |
0.49 |
Break-even: |
14.75 |
Moneyness: |
2.04 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.15 |
Spread %: |
1.97% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
1.71 |
Rho: |
0.03 |
Quote data
Open: |
7.550 |
High: |
7.630 |
Low: |
7.400 |
Previous Close: |
7.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.20% |
1 Month |
|
|
+6.46% |
3 Months |
|
|
+56.29% |
YTD |
|
|
+12.80% |
1 Year |
|
|
+196.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.600 |
7.390 |
1M High / 1M Low: |
8.230 |
6.880 |
6M High / 6M Low: |
8.230 |
4.480 |
High (YTD): |
5/22/2024 |
8.230 |
Low (YTD): |
3/5/2024 |
4.480 |
52W High: |
5/22/2024 |
8.230 |
52W Low: |
6/26/2023 |
2.530 |
Avg. price 1W: |
|
7.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.531 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.010 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.052 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
48.62% |
Volatility 6M: |
|
62.10% |
Volatility 1Y: |
|
82.67% |
Volatility 3Y: |
|
- |