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DZ Bank Call 8.5 TEG 21.06.2024/  DE000DW376T4  /

EUWAX
2024-05-24  1:06:18 PM Chg.+0.030 Bid1:17:27 PM Ask1:17:27 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% 0.550
Bid Size: 50,000		 0.600
Ask Size: 50,000		 TAG IMMOBILIEN AG 8.50 - 2024-06-21 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: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.97
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 3.06
Historic volatility: 0.38
Parity: 0.57
Time value: 0.15
Break-even: 15.70
Moneyness: 1.67
Premium: 0.11
Premium p.a.: 2.70
Spread abs.: 0.15
Spread %: 26.32%
Delta: 0.85
Theta: -0.05
Omega: 1.67
Rho: 0.00
 

Quote data

Open: 0.500
High: 0.550
Low: 0.500
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month  
+66.67%
3 Months  
+77.42%
YTD  
+12.24%
1 Year  
+450.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.590 0.330
6M High / 6M Low: 0.590 0.270
High (YTD): 2024-05-22 0.590
Low (YTD): 2024-04-17 0.270
52W High: 2024-05-22 0.590
52W Low: 2023-05-30 0.090
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   98.00%
Volatility 6M:   96.14%
Volatility 1Y:   118.58%
Volatility 3Y:   -