The following may be what you are after.
SELECT WZ07.Symbol, WZ07.AlphaDeliveryMonth, DateSerial(Val(Left([ddate],4)),Val(Mid([ddate],5,2)),Val(Right([ddate],2))) AS transdate, WZ07.DClose
FROM WZ07
WHERE DateSerial(Val(Left([ddate],4)),Val(Mid([ddate],5,2)),Val(Right([ddate],2))) Between...