DZ Bank Call 9.5 TEG 21.06.2024
/ DE000DW83ZS8
DZ Bank Call 9.5 TEG 21.06.2024/ DE000DW83ZS8 /
| 2024-05-27 5:05:51 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
9.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW83ZS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-05-28 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
2.70 |
| Historic volatility: |
0.38 |
| Parity: |
4.16 |
| Time value: |
0.67 |
| Break-even: |
14.33 |
| Moneyness: |
1.44 |
| Premium: |
0.05 |
| Premium p.a.: |
3.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.07 |
| Omega: |
2.39 |
| Rho: |
0.00 |
Quote data
| Open: |
4.70 |
| High: |
4.77 |
| Low: |
4.70 |
| Previous Close: |
4.71 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.43% |
| 3 Months |
|
|
+67.37% |
| YTD |
|
|
+11.45% |
| 1 Year |
|
|
+222.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.54 |
4.44 |
| 6M High / 6M Low: |
5.54 |
2.24 |
| High (YTD): |
2024-05-22 |
5.54 |
| Low (YTD): |
2024-03-05 |
2.24 |
| 52W High: |
2024-05-22 |
5.54 |
| 52W Low: |
2023-06-26 |
1.16 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.49% |
| Volatility 6M: |
|
108.86% |
| Volatility 1Y: |
|
130.29% |
| Volatility 3Y: |
|
- |
