DZ Bank Call 8.5 TEG 21.06.2024
/ DE000DW376T4
DZ Bank Call 8.5 TEG 21.06.2024/ DE000DW376T4 /
| 2024-05-07 8:23:56 AM |
Chg.+0.010 |
Bid9:59:05 AM |
Ask9:59:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.510
Bid Size: 50,000 |
0.560
Ask Size: 50,000 |
TAG IMMOBILIEN AG |
8.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW376T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.38 |
| Parity: |
0.52 |
| Time value: |
0.10 |
| Break-even: |
14.70 |
| Moneyness: |
1.61 |
| Premium: |
0.07 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.15 |
| Spread %: |
31.91% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
1.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+54.84% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-2.04% |
| 1 Year |
|
|
+336.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.450 |
| 1M High / 1M Low: |
0.480 |
0.270 |
| 6M High / 6M Low: |
0.490 |
0.270 |
| High (YTD): |
2024-05-03 |
0.480 |
| Low (YTD): |
2024-04-17 |
0.270 |
| 52W High: |
2023-12-29 |
0.490 |
| 52W Low: |
2023-05-30 |
0.090 |
| Avg. price 1W: |
|
0.465 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.289 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
117.64% |
| Volatility 6M: |
|
107.67% |
| Volatility 1Y: |
|
125.33% |
| Volatility 3Y: |
|
- |
