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DZ Bank Call 62.5 TLX 20.12.2024/  DE000DJ4T6H6  /

Frankfurt Zert./DZB
10/11/2024  9:34:43 PM Chg.+0.040 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.360EUR +3.03% 1.340
Bid Size: 6,000		 1.430
Ask Size: 6,000		 TALANX AG NA O.N. 62.50 EUR 12/20/2024 Call
 

Master data

WKN: DJ4T6H
Issuer: DZ Bank AG
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 62.50 EUR
Maturity: 12/20/2024
Issue date: 8/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.26
Implied volatility: 0.45
Historic volatility: 0.21
Parity: 1.26
Time value: 0.16
Break-even: 76.70
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 6.77%
Delta: 0.86
Theta: -0.03
Omega: 4.52
Rho: 0.10
 

Quote data

Open: 1.330
High: 1.360
Low: 1.300
Previous Close: 1.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.57%
1 Month
  -3.55%
3 Months  
+17.24%
YTD  
+88.89%
1 Year  
+119.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.050
1M High / 1M Low: 1.490 1.050
6M High / 6M Low: 1.690 0.500
High (YTD): 9/2/2024 1.690
Low (YTD): 8/6/2024 0.500
52W High: 9/2/2024 1.690
52W Low: 10/20/2023 0.460
Avg. price 1W:   1.190
Avg. volume 1W:   0.000
Avg. price 1M:   1.309
Avg. volume 1M:   0.000
Avg. price 6M:   1.200
Avg. volume 6M:   0.000
Avg. price 1Y:   1.010
Avg. volume 1Y:   7.813
Volatility 1M:   114.32%
Volatility 6M:   128.77%
Volatility 1Y:   120.04%
Volatility 3Y:   -