DZ Bank Call 8 TEG 21.06.2024
/ DE000DW6UFA2
DZ Bank Call 8 TEG 21.06.2024/ DE000DW6UFA2 /
| 5/27/2024 5:06:57 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.22EUR |
- |
-
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: |
5/28/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.67 |
| Intrinsic value: |
5.66 |
| Implied volatility: |
3.48 |
| Historic volatility: |
0.38 |
| Parity: |
5.66 |
| Time value: |
0.64 |
| Break-even: |
14.30 |
| Moneyness: |
1.71 |
| Premium: |
0.05 |
| Premium p.a.: |
3.57 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
1.91 |
| Rho: |
0.00 |
Quote data
| Open: |
6.15 |
| High: |
6.22 |
| Low: |
6.15 |
| Previous Close: |
6.16 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.07% |
| 3 Months |
|
|
+49.16% |
| YTD |
|
|
+11.67% |
| 1 Year |
|
|
+187.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.02 |
5.92 |
| 6M High / 6M Low: |
7.02 |
3.41 |
| High (YTD): |
5/22/2024 |
7.02 |
| Low (YTD): |
3/5/2024 |
3.41 |
| 52W High: |
5/22/2024 |
7.02 |
| 52W Low: |
6/26/2023 |
1.78 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.46% |
| Volatility 6M: |
|
82.02% |
| Volatility 1Y: |
|
101.93% |
| Volatility 3Y: |
|
- |
