DZ Bank Call 15 TPE 20.06.2025
/ DE000DJ5LG61
DZ Bank Call 15 TPE 20.06.2025/ DE000DJ5LG61 /
| 2024-05-22 10:04:50 AM |
Chg.+0.010 |
Bid10:05:25 AM |
Ask10:05:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.590
Bid Size: 50,000 |
0.620
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
15.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5LG6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
0.41 |
| Time value: |
0.25 |
| Break-even: |
21.60 |
| Moneyness: |
1.28 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
2.27 |
| Rho: |
0.09 |
Quote data
| Open: |
0.560 |
| High: |
0.590 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.75% |
| 1 Month |
|
|
+18.37% |
| 3 Months |
|
|
-36.96% |
| YTD |
|
|
-30.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.570 |
| 1M High / 1M Low: |
0.690 |
0.490 |
| 6M High / 6M Low: |
1.000 |
0.470 |
| High (YTD): |
2024-02-09 |
1.000 |
| Low (YTD): |
2024-04-12 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.728 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.71% |
| Volatility 6M: |
|
96.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
