DZ Bank Call 18 TPE 21.06.2024/  DE000DJ31S66  /

EUWAX
2024-05-17  8:10:09 AM Chg.-0.05 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.23EUR -3.91% -
Bid Size: -
-
Ask Size: -
PVA TEPLA AG O.N. 18.00 EUR 2024-06-21 Call
 

Master data

WKN: DJ31S6
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-12
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 12.50
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.13
Implied volatility: 0.35
Historic volatility: 0.38
Parity: 1.13
Time value: 0.40
Break-even: 19.53
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.30
Spread %: 24.39%
Delta: 0.74
Theta: -0.01
Omega: 9.30
Rho: 0.01
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.13%
1 Month  
+23.00%
3 Months
  -34.57%
YTD
  -25.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.28
1M High / 1M Low: 1.74 0.81
6M High / 6M Low: 2.05 0.81
High (YTD): 2024-03-07 2.05
Low (YTD): 2024-04-22 0.81
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.54
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.07%
Volatility 6M:   116.10%
Volatility 1Y:   -
Volatility 3Y:   -