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DZ Bank Call 55 TLX 20.12.2024/  DE000DW83Z34  /

Frankfurt Zert./DZB
2024-07-09  9:35:00 PM Chg.-0.070 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.760EUR -3.83% 1.760
Bid Size: 6,000		 1.850
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: 3.76
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.72
Implied volatility: 0.39
Historic volatility: 0.22
Parity: 1.72
Time value: 0.20
Break-even: 74.20
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 4.92%
Delta: 0.89
Theta: -0.02
Omega: 3.35
Rho: 0.20
 

Quote data

Open: 1.800
High: 1.810
Low: 1.760
Previous Close: 1.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.30%
1 Month
  -18.14%
3 Months  
+15.03%
YTD  
+46.67%
1 Year  
+208.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.830 1.720
1M High / 1M Low: 2.120 1.720
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: 2023-07-10 0.540
Avg. price 1W:   1.782
Avg. volume 1W:   0.000
Avg. price 1M:   1.965
Avg. volume 1M:   0.000
Avg. price 6M:   1.606
Avg. volume 6M:   0.000
Avg. price 1Y:   1.349
Avg. volume 1Y:   0.000
Volatility 1M:   85.30%
Volatility 6M:   77.74%
Volatility 1Y:   81.94%
Volatility 3Y:   -