DZ Bank Call 18 TPE 20.09.2024
/ DE000DJ23EX6
DZ Bank Call 18 TPE 20.09.2024/ DE000DJ23EX6 /
| 2024-05-03 8:13:00 AM |
Chg.+0.01 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+0.85% |
-
Bid Size: - |
-
Ask Size: - |
PVA TEPLA AG O.N. |
18.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23EX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.37 |
| Parity: |
1.04 |
| Time value: |
0.44 |
| Break-even: |
19.48 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.30 |
| Spread %: |
25.42% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
10.42 |
| Rho: |
0.05 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.85% |
| 1 Month |
|
|
-7.03% |
| 3 Months |
|
|
-33.52% |
| YTD |
|
|
-29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.18 |
| 1M High / 1M Low: |
1.28 |
0.99 |
| 6M High / 6M Low: |
1.98 |
0.99 |
| High (YTD): |
2024-02-09 |
1.98 |
| Low (YTD): |
2024-04-22 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.98% |
| Volatility 6M: |
|
71.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
