OverviewChartNewsTraderScreen

DZ Bank Call 9 TEG 20.12.2024/  DE000DW83ZX8  /

Frankfurt Zert./DZB
2024-07-25  9:34:46 PM Chg.-0.230 Bid8:13:37 AM Ask8:13:37 AM Underlying Strike price Expiration date Option type
5.300EUR -4.16% 5.190
Bid Size: 7,000		 5.310
Ask Size: 7,000		 TAG IMMOBILIEN AG 9.00 - 2024-12-20 Call
 

Master data

WKN: DW83ZX
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.50
Leverage: Yes

Calculated values

Fair value: 5.36
Intrinsic value: 5.21
Implied volatility: 0.68
Historic volatility: 0.36
Parity: 5.21
Time value: 0.47
Break-even: 14.68
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.15
Spread %: 2.71%
Delta: 0.90
Theta: 0.00
Omega: 2.26
Rho: 0.03
 

Quote data

Open: 5.500
High: 5.500
Low: 5.220
Previous Close: 5.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.33%
1 Month  
+13.01%
3 Months  
+15.97%
YTD  
+3.31%
1 Year  
+74.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.800 5.300
1M High / 1M Low: 6.450 4.690
6M High / 6M Low: 6.450 2.940
High (YTD): 2024-07-11 6.450
Low (YTD): 2024-03-05 2.940
52W High: 2024-07-11 6.450
52W Low: 2023-10-19 2.040
Avg. price 1W:   5.558
Avg. volume 1W:   0.000
Avg. price 1M:   5.548
Avg. volume 1M:   0.000
Avg. price 6M:   4.630
Avg. volume 6M:   0.000
Avg. price 1Y:   4.123
Avg. volume 1Y:   0.000
Volatility 1M:   72.40%
Volatility 6M:   80.10%
Volatility 1Y:   102.07%
Volatility 3Y:   -