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DZ Bank Call 9.5 TEG 20.12.2024/  DE000DW83ZY6  /

Frankfurt Zert./DZB
13/06/2024  15:04:39 Chg.-0.140 Bid15:08:16 Ask15:08:16 Underlying Strike price Expiration date Option type
4.800EUR -2.83% 4.790
Bid Size: 20,000		 4.820
Ask Size: 20,000		 TAG IMMOBILIEN AG 9.50 - 20/12/2024 Call
 

Master data

WKN: DW83ZY
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 4.63
Intrinsic value: 4.35
Implied volatility: 0.63
Historic volatility: 0.38
Parity: 4.35
Time value: 0.72
Break-even: 14.57
Moneyness: 1.46
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 1.81%
Delta: 0.86
Theta: 0.00
Omega: 2.36
Rho: 0.04
 

Quote data

Open: 4.950
High: 4.950
Low: 4.710
Previous Close: 4.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.80%
1 Month
  -5.51%
3 Months  
+38.33%
YTD  
+1.27%
1 Year  
+180.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.150 4.520
1M High / 1M Low: 6.020 4.520
6M High / 6M Low: 6.020 2.610
High (YTD): 22/05/2024 6.020
Low (YTD): 05/03/2024 2.610
52W High: 22/05/2024 6.020
52W Low: 26/06/2023 1.510
Avg. price 1W:   4.806
Avg. volume 1W:   0.000
Avg. price 1M:   5.369
Avg. volume 1M:   0.000
Avg. price 6M:   4.079
Avg. volume 6M:   0.000
Avg. price 1Y:   3.429
Avg. volume 1Y:   0.000
Volatility 1M:   86.37%
Volatility 6M:   88.37%
Volatility 1Y:   110.26%
Volatility 3Y:   -