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DZ Bank Call 60 TLX 20.12.2024/  DE000DW83Z42  /

Frankfurt Zert./DZB
7/9/2024  9:35:00 PM Chg.-0.060 Bid7/9/2024 Ask7/9/2024 Underlying Strike price Expiration date Option type
1.330EUR -4.32% 1.330
Bid Size: 15,000		 1.380
Ask Size: 15,000		 TALANX AG NA O.N. 60.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.98
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.22
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 1.22
Time value: 0.23
Break-even: 74.50
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 4.32%
Delta: 0.85
Theta: -0.02
Omega: 4.24
Rho: 0.21
 

Quote data

Open: 1.360
High: 1.370
Low: 1.320
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.62%
1 Month
  -22.22%
3 Months  
+17.70%
YTD  
+52.87%
1 Year  
+250.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.290
1M High / 1M Low: 1.660 1.290
6M High / 6M Low: 1.720 0.810
High (YTD): 6/6/2024 1.720
Low (YTD): 2/28/2024 0.810
52W High: 6/6/2024 1.720
52W Low: 7/10/2023 0.360
Avg. price 1W:   1.348
Avg. volume 1W:   0.000
Avg. price 1M:   1.523
Avg. volume 1M:   0.000
Avg. price 6M:   1.206
Avg. volume 6M:   0.000
Avg. price 1Y:   1.002
Avg. volume 1Y:   0.000
Volatility 1M:   103.36%
Volatility 6M:   96.65%
Volatility 1Y:   98.40%
Volatility 3Y:   -