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DZ Bank Call 8 TEG 20.12.2024/  DE000DW83ZV2  /

Frankfurt Zert./DZB
12/06/2024  21:04:27 Chg.+0.440 Bid12/06/2024 Ask12/06/2024 Underlying Strike price Expiration date Option type
6.230EUR +7.60% 6.230
Bid Size: 5,000		 6.360
Ask Size: 5,000		 TAG IMMOBILIEN AG 8.00 - 20/12/2024 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: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
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: 5.940
High: 6.300
Low: 5.840
Previous Close: 5.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.71%
1 Month
  -1.42%
3 Months  
+34.85%
YTD  
+5.41%
1 Year  
+146.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.900 5.790
1M High / 1M Low: 7.310 5.790
6M High / 6M Low: 7.310 3.670
High (YTD): 22/05/2024 7.310
Low (YTD): 05/03/2024 3.670
52W High: 22/05/2024 7.310
52W Low: 26/06/2023 2.060
Avg. price 1W:   6.222
Avg. volume 1W:   0.000
Avg. price 1M:   6.676
Avg. volume 1M:   0.000
Avg. price 6M:   5.246
Avg. volume 6M:   0.000
Avg. price 1Y:   4.422
Avg. volume 1Y:   .293
Volatility 1M:   67.08%
Volatility 6M:   72.23%
Volatility 1Y:   93.58%
Volatility 3Y:   -