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DZ Bank Call 52 TLX 20.12.2024/  DE000DW83Z26  /

Frankfurt Zert./DZB
2024-08-02  9:34:52 PM Chg.-0.110 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.590EUR -6.47% 1.590
Bid Size: 6,000		 1.680
Ask Size: 6,000		 TALANX AG NA O.N. 52.00 - 2024-12-20 Call
 

Master data

WKN: DW83Z2
Issuer: DZ Bank AG
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.49
Implied volatility: 0.42
Historic volatility: 0.22
Parity: 1.49
Time value: 0.20
Break-even: 68.80
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 5.66%
Delta: 0.87
Theta: -0.02
Omega: 3.48
Rho: 0.16
 

Quote data

Open: 1.670
High: 1.670
Low: 1.580
Previous Close: 1.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.70%
1 Month
  -21.29%
3 Months
  -8.62%
YTD  
+10.42%
1 Year  
+67.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.590
1M High / 1M Low: 2.110 1.590
6M High / 6M Low: 2.460 1.390
High (YTD): 2024-06-06 2.460
Low (YTD): 2024-02-27 1.390
52W High: 2024-06-06 2.460
52W Low: 2023-08-03 0.950
Avg. price 1W:   1.792
Avg. volume 1W:   0.000
Avg. price 1M:   1.973
Avg. volume 1M:   0.000
Avg. price 6M:   1.934
Avg. volume 6M:   0.000
Avg. price 1Y:   1.659
Avg. volume 1Y:   0.000
Volatility 1M:   58.58%
Volatility 6M:   70.05%
Volatility 1Y:   72.19%
Volatility 3Y:   -