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DZ Bank Call 60 TLX 20.12.2024/  DE000DW83Z42  /

Frankfurt Zert./DZB
2024-09-09  2:04:47 PM Chg.+0.070 Bid2:11:55 PM Ask2:11:55 PM Underlying Strike price Expiration date Option type
1.680EUR +4.35% 1.680
Bid Size: 60,000		 1.710
Ask Size: 60,000		 TALANX AG NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: DW83Z4
Issuer: DZ Bank AG
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.49
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.54
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 1.54
Time value: 0.15
Break-even: 76.80
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 5.66%
Delta: 0.89
Theta: -0.02
Omega: 4.01
Rho: 0.14
 

Quote data

Open: 1.610
High: 1.700
Low: 1.610
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.95%
1 Month  
+118.18%
3 Months
  -1.75%
YTD  
+93.10%
1 Year  
+57.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.930 1.610
1M High / 1M Low: 1.930 0.770
6M High / 6M Low: 1.930 0.660
High (YTD): 2024-09-02 1.930
Low (YTD): 2024-08-06 0.660
52W High: 2024-09-02 1.930
52W Low: 2023-10-20 0.560
Avg. price 1W:   1.800
Avg. volume 1W:   0.000
Avg. price 1M:   1.606
Avg. volume 1M:   0.000
Avg. price 6M:   1.356
Avg. volume 6M:   0.000
Avg. price 1Y:   1.124
Avg. volume 1Y:   0.000
Volatility 1M:   170.57%
Volatility 6M:   116.02%
Volatility 1Y:   110.47%
Volatility 3Y:   -