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DZ Bank Call 9 TEG 20.12.2024/  DE000DW83ZX8  /

Frankfurt Zert./DZB
13/06/2024  09:04:40 Chg.-0.110 Bid09:10:46 Ask09:10:46 Underlying Strike price Expiration date Option type
5.270EUR -2.04% 5.240
Bid Size: 20,000		 5.270
Ask Size: 20,000		 TAG IMMOBILIEN AG 9.00 - 20/12/2024 Call
 

Master data

WKN: DW83ZX
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 4.55
Intrinsic value: 4.29
Implied volatility: 0.67
Historic volatility: 0.38
Parity: 4.29
Time value: 0.74
Break-even: 14.03
Moneyness: 1.48
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 1.82%
Delta: 0.86
Theta: 0.00
Omega: 2.28
Rho: 0.03
 

Quote data

Open: 5.380
High: 5.380
Low: 5.270
Previous Close: 5.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.72%
1 Month
  -4.36%
3 Months  
+37.96%
YTD  
+2.73%
1 Year  
+177.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.590 4.940
1M High / 1M Low: 6.430 4.940
6M High / 6M Low: 6.430 2.940
High (YTD): 22/05/2024 6.430
Low (YTD): 05/03/2024 2.940
52W High: 22/05/2024 6.430
52W Low: 26/06/2023 1.680
Avg. price 1W:   5.238
Avg. volume 1W:   0.000
Avg. price 1M:   5.793
Avg. volume 1M:   0.000
Avg. price 6M:   4.458
Avg. volume 6M:   0.000
Avg. price 1Y:   3.752
Avg. volume 1Y:   0.000
Volatility 1M:   78.82%
Volatility 6M:   83.22%
Volatility 1Y:   105.02%
Volatility 3Y:   -