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DZ Bank Call 8.5 TEG 21.06.2024/  DE000DW376T4  /

Frankfurt Zert./DZB
5/17/2024  9:35:21 PM Chg.0.000 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.560EUR 0.00% 0.560
Bid Size: 5,000		 0.710
Ask Size: 5,000		 TAG IMMOBILIEN AG 8.50 - 6/21/2024 Call
 

Master data

WKN: DW376T
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 6/21/2024
Issue date: 7/18/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.62
Implied volatility: 2.08
Historic volatility: 0.38
Parity: 0.62
Time value: 0.08
Break-even: 15.50
Moneyness: 1.73
Premium: 0.05
Premium p.a.: 0.72
Spread abs.: 0.15
Spread %: 27.27%
Delta: 0.88
Theta: -0.03
Omega: 1.86
Rho: 0.01
 

Quote data

Open: 0.570
High: 0.600
Low: 0.560
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.15%
1 Month  
+80.65%
3 Months  
+80.65%
YTD  
+14.29%
1 Year  
+460.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.480
1M High / 1M Low: 0.560 0.310
6M High / 6M Low: 0.560 0.260
High (YTD): 5/17/2024 0.560
Low (YTD): 3/5/2024 0.260
52W High: 5/17/2024 0.560
52W Low: 5/31/2023 0.090
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   0.301
Avg. volume 1Y:   0.000
Volatility 1M:   93.78%
Volatility 6M:   96.78%
Volatility 1Y:   130.96%
Volatility 3Y:   -