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DZ Bank Call 8 TEG 20.12.2024/  DE000DW83ZV2  /

Frankfurt Zert./DZB
5/20/2024  4:04:58 PM Chg.+0.040 Bid4:08:57 PM Ask4:08:57 PM Underlying Strike price Expiration date Option type
7.170EUR +0.56% 7.150
Bid Size: 20,000		 7.200
Ask Size: 20,000		 TAG IMMOBILIEN AG 8.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.02
Leverage: Yes

Calculated values

Fair value: 6.93
Intrinsic value: 6.74
Implied volatility: 0.74
Historic volatility: 0.38
Parity: 6.74
Time value: 0.57
Break-even: 15.31
Moneyness: 1.84
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 2.10%
Delta: 0.92
Theta: 0.00
Omega: 1.85
Rho: 0.04
 

Quote data

Open: 7.150
High: 7.320
Low: 7.150
Previous Close: 7.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.56%
1 Month  
+52.23%
3 Months  
+68.71%
YTD  
+21.32%
1 Year  
+305.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.160 6.370
1M High / 1M Low: 7.160 4.860
6M High / 6M Low: 7.160 3.670
High (YTD): 5/16/2024 7.160
Low (YTD): 3/5/2024 3.670
52W High: 5/16/2024 7.160
52W Low: 5/29/2023 1.670
Avg. price 1W:   6.882
Avg. volume 1W:   0.000
Avg. price 1M:   6.002
Avg. volume 1M:   0.000
Avg. price 6M:   5.082
Avg. volume 6M:   0.000
Avg. price 1Y:   4.132
Avg. volume 1Y:   .295
Volatility 1M:   61.51%
Volatility 6M:   72.06%
Volatility 1Y:   96.12%
Volatility 3Y:   -