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DZ Bank Call 8.5 TEG 20.12.2024/  DE000DW83ZW0  /

Frankfurt Zert./DZB
05/07/2024  09:35:15 Chg.+0.140 Bid10:02:28 Ask10:02:28 Underlying Strike price Expiration date Option type
5.810EUR +2.47% 5.780
Bid Size: 20,000		 5.830
Ask Size: 20,000		 TAG IMMOBILIEN AG 8.50 - 20/12/2024 Call
 

Master data

WKN: DW83ZW
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.38
Leverage: Yes

Calculated values

Fair value: 5.50
Intrinsic value: 5.34
Implied volatility: 0.68
Historic volatility: 0.37
Parity: 5.34
Time value: 0.48
Break-even: 14.32
Moneyness: 1.63
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.15
Spread %: 2.65%
Delta: 0.91
Theta: 0.00
Omega: 2.16
Rho: 0.03
 

Quote data

Open: 5.660
High: 5.810
Low: 5.660
Previous Close: 5.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.31%
1 Month
  -9.78%
3 Months  
+37.68%
YTD  
+5.25%
1 Year  
+120.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.930 5.530
1M High / 1M Low: 6.440 4.950
6M High / 6M Low: 6.860 3.300
High (YTD): 22/05/2024 6.860
Low (YTD): 05/03/2024 3.300
52W High: 22/05/2024 6.860
52W Low: 10/07/2023 2.290
Avg. price 1W:   5.650
Avg. volume 1W:   0.000
Avg. price 1M:   5.445
Avg. volume 1M:   0.000
Avg. price 6M:   4.864
Avg. volume 6M:   0.000
Avg. price 1Y:   4.287
Avg. volume 1Y:   0.000
Volatility 1M:   72.96%
Volatility 6M:   78.58%
Volatility 1Y:   96.57%
Volatility 3Y:   -