DZ Bank Call 8 TEG 21.06.2024
/ DE000DW6UFA2
DZ Bank Call 8 TEG 21.06.2024/ DE000DW6UFA2 /
| 2024-05-24 3:06:43 PM |
Chg.-0.18 |
Bid3:22:10 PM |
Ask3:22:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.17EUR |
-2.83% |
6.16
Bid Size: 20,000 |
-
Ask Size: - |
TAG IMMOBILIEN AG |
8.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2022-10-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.22 |
| Intrinsic value: |
6.20 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.38 |
| Parity: |
6.20 |
| Time value: |
0.20 |
| Break-even: |
14.40 |
| Moneyness: |
1.78 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
2.40% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.09 |
| Rho: |
0.01 |
Quote data
| Open: |
6.11 |
| High: |
6.26 |
| Low: |
6.11 |
| Previous Close: |
6.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
+41.19% |
| 3 Months |
|
|
+57.80% |
| YTD |
|
|
+10.77% |
| 1 Year |
|
|
+334.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.02 |
6.35 |
| 1M High / 1M Low: |
7.02 |
4.34 |
| 6M High / 6M Low: |
7.02 |
3.41 |
| High (YTD): |
2024-05-22 |
7.02 |
| Low (YTD): |
2024-03-05 |
3.41 |
| 52W High: |
2024-05-22 |
7.02 |
| 52W Low: |
2023-05-29 |
1.34 |
| Avg. price 1W: |
|
6.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.14% |
| Volatility 6M: |
|
82.01% |
| Volatility 1Y: |
|
102.86% |
| Volatility 3Y: |
|
- |
