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DZ Bank Call 15 TPE/D 21.06.2024/  DE000DW5CFP0  /

EUWAX
5/21/2024  12:46:59 PM Chg.0.000 Bid8:03:02 PM Ask8:03:02 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% 0.360
Bid Size: 12,500		 0.500
Ask Size: 12,500		 PVA TEPLA AG O.N. 15.00 - 6/21/2024 Call
 

Master data

WKN: DW5CFP
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 6/21/2024
Issue date: 9/7/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.48
Implied volatility: 1.28
Historic volatility: 0.38
Parity: 0.48
Time value: 0.09
Break-even: 20.70
Moneyness: 1.32
Premium: 0.04
Premium p.a.: 0.66
Spread abs.: 0.15
Spread %: 35.71%
Delta: 0.83
Theta: -0.03
Omega: 2.88
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.430
Low: 0.410
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month  
+41.38%
3 Months
  -43.06%
YTD
  -32.79%
1 Year
  -38.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.500 0.270
6M High / 6M Low: 0.820 0.270
High (YTD): 3/7/2024 0.820
Low (YTD): 4/22/2024 0.270
52W High: 3/7/2024 0.820
52W Low: 10/26/2023 0.190
Avg. price 1W:   0.400
Avg. volume 1W:   360
Avg. price 1M:   0.390
Avg. volume 1M:   90
Avg. price 6M:   0.546
Avg. volume 6M:   14.516
Avg. price 1Y:   0.519
Avg. volume 1Y:   830.588
Volatility 1M:   188.46%
Volatility 6M:   142.87%
Volatility 1Y:   134.82%
Volatility 3Y:   -