DZ Bank Call 60 TLX 20.12.2024
/ DE000DW83Z42
DZ Bank Call 60 TLX 20.12.2024/ DE000DW83Z42 /
| 2024-06-04 12:06:32 PM |
Chg.-0.06 |
Bid12:25:09 PM |
Ask12:25:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-3.73% |
1.55
Bid Size: 60,000 |
1.57
Ask Size: 60,000 |
TALANX AG NA O.N. |
60.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.43 |
| Time value: |
0.23 |
| Break-even: |
76.60 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.75% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.27 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.55 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
+46.23% |
| 3 Months |
|
|
+74.16% |
| YTD |
|
|
+76.14% |
| 1 Year |
|
|
+269.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.49 |
| 1M High / 1M Low: |
1.61 |
1.14 |
| 6M High / 6M Low: |
1.61 |
0.81 |
| High (YTD): |
2024-06-03 |
1.61 |
| Low (YTD): |
2024-02-27 |
0.81 |
| 52W High: |
2024-06-03 |
1.61 |
| 52W Low: |
2023-06-26 |
0.33 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
13.33 |
| Avg. price 1Y: |
|
0.89 |
| Avg. volume 1Y: |
|
10.45 |
| Volatility 1M: |
|
88.30% |
| Volatility 6M: |
|
94.91% |
| Volatility 1Y: |
|
102.53% |
| Volatility 3Y: |
|
- |
