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DZ Bank Call 55 TLX 20.12.2024/  DE000DW83Z34  /

Frankfurt Zert./DZB
2024-08-02  9:35:16 PM Chg.-0.080 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
1.340EUR -5.63% 1.340
Bid Size: 6,000		 1.400
Ask Size: 6,000		 TALANX AG NA O.N. 55.00 - 2024-12-20 Call
 

Master data

WKN: DW83Z3
Issuer: DZ Bank AG
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.19
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 1.19
Time value: 0.22
Break-even: 69.00
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 4.48%
Delta: 0.85
Theta: -0.02
Omega: 4.04
Rho: 0.16
 

Quote data

Open: 1.410
High: 1.410
Low: 1.320
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.18%
1 Month
  -23.43%
3 Months
  -9.46%
YTD  
+11.67%
1 Year  
+71.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.640 1.340
1M High / 1M Low: 1.830 1.340
6M High / 6M Low: 2.170 1.150
High (YTD): 2024-06-06 2.170
Low (YTD): 2024-02-27 1.150
52W High: 2024-06-06 2.170
52W Low: 2023-08-04 0.780
Avg. price 1W:   1.520
Avg. volume 1W:   0.000
Avg. price 1M:   1.695
Avg. volume 1M:   0.000
Avg. price 6M:   1.668
Avg. volume 6M:   0.000
Avg. price 1Y:   1.421
Avg. volume 1Y:   0.000
Volatility 1M:   63.64%
Volatility 6M:   77.57%
Volatility 1Y:   81.68%
Volatility 3Y:   -