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DZ Bank Call 9.5 TEG 20.12.2024/  DE000DW83ZY6  /

Frankfurt Zert./DZB
6/12/2024  9:34:46 PM Chg.+0.420 Bid9:58:12 PM Ask9:58:12 PM Underlying Strike price Expiration date Option type
4.940EUR +9.29% 4.980
Bid Size: 2,000		 5.070
Ask Size: 2,000		 TAG IMMOBILIEN AG 9.50 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.89
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 3.79
Implied volatility: 0.63
Historic volatility: 0.38
Parity: 3.79
Time value: 0.81
Break-even: 14.10
Moneyness: 1.40
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 2.00%
Delta: 0.84
Theta: 0.00
Omega: 2.43
Rho: 0.03
 

Quote data

Open: 4.660
High: 5.000
Low: 4.550
Previous Close: 4.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.08%
1 Month
  -2.76%
3 Months  
+42.36%
YTD  
+4.22%
1 Year  
+188.89%
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): 5/22/2024 6.020
Low (YTD): 3/5/2024 2.610
52W High: 5/22/2024 6.020
52W Low: 6/26/2023 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:   -