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DZ Bank Call 18 TPE/D 21.06.2024/  DE000DW3ULR1  /

Frankfurt Zert./DZB
2024-05-21  12:04:45 PM Chg.-0.020 Bid12:06:08 PM Ask12:06:08 PM Underlying Strike price Expiration date Option type
0.170EUR -10.53% 0.180
Bid Size: 50,000		 0.200
Ask Size: 50,000		 PVA TEPLA AG O.N. 18.00 - 2024-06-21 Call
 

Master data

WKN: DW3ULR
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.34
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.18
Implied volatility: 0.72
Historic volatility: 0.38
Parity: 0.18
Time value: 0.09
Break-even: 20.70
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.66
Spread abs.: 0.09
Spread %: 50.00%
Delta: 0.72
Theta: -0.02
Omega: 5.28
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.220
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month  
+54.55%
3 Months
  -62.22%
YTD
  -61.36%
1 Year
  -68.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.160
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.590 0.110
High (YTD): 2024-02-09 0.590
Low (YTD): 2024-04-22 0.110
52W High: 2023-07-28 0.600
52W Low: 2023-10-26 0.100
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   56.452
Avg. price 1Y:   0.349
Avg. volume 1Y:   31.373
Volatility 1M:   290.39%
Volatility 6M:   199.93%
Volatility 1Y:   187.83%
Volatility 3Y:   -