DZ Bank Call 8.5 TEG 20.12.2024
/ DE000DW83ZW0
DZ Bank Call 8.5 TEG 20.12.2024/ DE000DW83ZW0 /
| 2024-06-19 6:11:49 PM |
Chg.-0.22 |
Bid9:37:03 PM |
Ask9:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.95EUR |
-4.26% |
4.95
Bid Size: 5,000 |
5.03
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
8.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW83ZW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.38 |
| Parity: |
4.60 |
| Time value: |
0.63 |
| Break-even: |
13.73 |
| Moneyness: |
1.54 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
1.75% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
2.20 |
| Rho: |
0.03 |
Quote data
| Open: |
5.14 |
| High: |
5.14 |
| Low: |
4.91 |
| Previous Close: |
5.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.36% |
| 1 Month |
|
|
-26.34% |
| 3 Months |
|
|
+19.85% |
| YTD |
|
|
-10.49% |
| 1 Year |
|
|
+139.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.78 |
5.14 |
| 1M High / 1M Low: |
6.91 |
5.14 |
| 6M High / 6M Low: |
6.91 |
3.43 |
| High (YTD): |
2024-05-22 |
6.91 |
| Low (YTD): |
2024-03-05 |
3.43 |
| 52W High: |
2024-05-22 |
6.91 |
| 52W Low: |
2023-06-26 |
1.87 |
| Avg. price 1W: |
|
5.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.86 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
4.15 |
| Avg. volume 1Y: |
|
3.91 |
| Volatility 1M: |
|
72.41% |
| Volatility 6M: |
|
76.25% |
| Volatility 1Y: |
|
91.27% |
| Volatility 3Y: |
|
- |
