DZ Bank Call 8 TEG 21.06.2024
/ DE000DW6UFA2
DZ Bank Call 8 TEG 21.06.2024/ DE000DW6UFA2 /
5/17/2024 6:13:47 PM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.84EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
TAG IMMOBILIEN AG |
8.00 - |
6/21/2024 |
Call |
Master data
WKN: |
DW6UFA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 - |
Maturity: |
6/21/2024 |
Issue date: |
10/24/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.77 |
Intrinsic value: |
6.74 |
Implied volatility: |
1.52 |
Historic volatility: |
0.38 |
Parity: |
6.74 |
Time value: |
0.24 |
Break-even: |
14.98 |
Moneyness: |
1.84 |
Premium: |
0.02 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
2.20% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
1.99 |
Rho: |
0.01 |
Quote data
Open: |
6.82 |
High: |
6.86 |
Low: |
6.77 |
Previous Close: |
6.84 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.54% |
1 Month |
|
|
+64.82% |
3 Months |
|
|
+76.74% |
YTD |
|
|
+22.80% |
1 Year |
|
|
+371.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.84 |
6.00 |
1M High / 1M Low: |
6.84 |
4.15 |
6M High / 6M Low: |
6.84 |
3.41 |
High (YTD): |
5/17/2024 |
6.84 |
Low (YTD): |
3/5/2024 |
3.41 |
52W High: |
5/17/2024 |
6.84 |
52W Low: |
5/29/2023 |
1.34 |
Avg. price 1W: |
|
6.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.77 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
73.30% |
Volatility 6M: |
|
80.81% |
Volatility 1Y: |
|
104.20% |
Volatility 3Y: |
|
- |