DZ Bank Call 16 TPE 20.12.2024
/ DE000DJ31TA5
DZ Bank Call 16 TPE 20.12.2024/ DE000DJ31TA5 /
| 2024-06-03 8:09:21 AM |
Chg.-0.05 |
Bid5:30:06 PM |
Ask5:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
PVA TEPLA AG O.N. |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ31TA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
- |
| Historic volatility: |
0.37 |
| Parity: |
2.54 |
| Time value: |
-0.70 |
| Break-even: |
17.84 |
| Moneyness: |
1.16 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.07 |
| Spread abs.: |
0.30 |
| Spread %: |
19.48% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.43% |
| 1 Month |
|
|
+1.34% |
| 3 Months |
|
|
-22.56% |
| YTD |
|
|
-18.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.54 |
| 1M High / 1M Low: |
1.77 |
1.49 |
| 6M High / 6M Low: |
2.15 |
1.35 |
| High (YTD): |
2024-02-09 |
2.15 |
| Low (YTD): |
2024-04-22 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.28% |
| Volatility 6M: |
|
59.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
