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DZ Bank Call 60 TLX 20.12.2024/  DE000DW83Z42  /

Frankfurt Zert./DZB
11/10/2024  21:34:59 Chg.+0.030 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
1.590EUR +1.92% 1.570
Bid Size: 6,000		 1.660
Ask Size: 6,000		 TALANX AG NA O.N. 60.00 - 20/12/2024 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: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.51
Implied volatility: 0.49
Historic volatility: 0.21
Parity: 1.51
Time value: 0.14
Break-even: 76.50
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 5.77%
Delta: 0.88
Theta: -0.03
Omega: 4.01
Rho: 0.10
 

Quote data

Open: 1.570
High: 1.590
Low: 1.530
Previous Close: 1.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.90%
1 Month
  -3.05%
3 Months  
+16.06%
YTD  
+82.76%
1 Year  
+114.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.270
1M High / 1M Low: 1.720 1.270
6M High / 6M Low: 1.930 0.660
High (YTD): 02/09/2024 1.930
Low (YTD): 06/08/2024 0.660
52W High: 02/09/2024 1.930
52W Low: 20/10/2023 0.560
Avg. price 1W:   1.414
Avg. volume 1W:   0.000
Avg. price 1M:   1.538
Avg. volume 1M:   0.000
Avg. price 6M:   1.410
Avg. volume 6M:   0.000
Avg. price 1Y:   1.194
Avg. volume 1Y:   0.000
Volatility 1M:   101.49%
Volatility 6M:   113.01%
Volatility 1Y:   107.08%
Volatility 3Y:   -