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DZ Bank Call 9 TEG 20.12.2024/  DE000DW83ZX8  /

Frankfurt Zert./DZB
6/13/2024  12:04:44 PM Chg.-0.120 Bid12:32:05 PM Ask12:32:05 PM Underlying Strike price Expiration date Option type
5.260EUR -2.23% 5.200
Bid Size: 20,000		 5.230
Ask Size: 20,000		 TAG IMMOBILIEN AG 9.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 5.08
Intrinsic value: 4.85
Implied volatility: 0.67
Historic volatility: 0.38
Parity: 4.85
Time value: 0.66
Break-even: 14.51
Moneyness: 1.54
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 1.66%
Delta: 0.88
Theta: 0.00
Omega: 2.21
Rho: 0.03
 

Quote data

Open: 5.380
High: 5.380
Low: 5.260
Previous Close: 5.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.90%
1 Month
  -4.54%
3 Months  
+37.70%
YTD  
+2.53%
1 Year  
+176.84%
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): 5/22/2024 6.430
Low (YTD): 3/5/2024 2.940
52W High: 5/22/2024 6.430
52W Low: 6/26/2023 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:   -