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DZ Bank Call 60 TLX 20.12.2024/  DE000DJ1WM31  /

Frankfurt Zert./DZB
2024-08-02  9:35:22 PM Chg.-0.090 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.800EUR -10.11% 0.800
Bid Size: 6,000		 0.860
Ask Size: 6,000		 TALANX AG NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: DJ1WM3
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: 2023-05-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 7.77
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.69
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.69
Time value: 0.18
Break-even: 68.60
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 7.50%
Delta: 0.83
Theta: -0.01
Omega: 6.42
Rho: 0.18
 

Quote data

Open: 0.870
High: 0.870
Low: 0.800
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -23.08%
3 Months
  -8.05%
YTD  
+15.94%
1 Year  
+70.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.800
1M High / 1M Low: 1.080 0.800
6M High / 6M Low: 1.220 0.680
High (YTD): 2024-06-06 1.220
Low (YTD): 2024-02-28 0.680
52W High: 2024-06-06 1.220
52W Low: 2023-08-04 0.460
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   1.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   0.823
Avg. volume 1Y:   0.000
Volatility 1M:   67.36%
Volatility 6M:   74.94%
Volatility 1Y:   80.44%
Volatility 3Y:   -