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DZ Bank Call 8 TEG 20.12.2024/  DE000DW83ZV2  /

Frankfurt Zert./DZB
2024-06-13  9:04:55 AM Chg.-0.100 Bid2024-06-13 Ask2024-06-13 Underlying Strike price Expiration date Option type
6.130EUR -1.61% 6.130
Bid Size: 20,000		 6.180
Ask Size: 20,000		 TAG IMMOBILIEN AG 8.00 - 2024-12-20 Call
 

Master data

WKN: DW83ZV
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.24
Leverage: Yes

Calculated values

Fair value: 5.47
Intrinsic value: 5.29
Implied volatility: 0.76
Historic volatility: 0.38
Parity: 5.29
Time value: 0.65
Break-even: 13.94
Moneyness: 1.66
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 2.59%
Delta: 0.89
Theta: 0.00
Omega: 1.99
Rho: 0.03
 

Quote data

Open: 6.240
High: 6.240
Low: 6.130
Previous Close: 6.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month
  -3.77%
3 Months  
+33.26%
YTD  
+3.72%
1 Year  
+167.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.440 5.790
1M High / 1M Low: 7.310 5.790
6M High / 6M Low: 7.310 3.670
High (YTD): 2024-05-22 7.310
Low (YTD): 2024-03-05 3.670
52W High: 2024-05-22 7.310
52W Low: 2023-06-26 2.060
Avg. price 1W:   6.088
Avg. volume 1W:   0.000
Avg. price 1M:   6.657
Avg. volume 1M:   0.000
Avg. price 6M:   5.253
Avg. volume 6M:   0.000
Avg. price 1Y:   4.436
Avg. volume 1Y:   .293
Volatility 1M:   70.76%
Volatility 6M:   72.75%
Volatility 1Y:   93.32%
Volatility 3Y:   -