DZ Bank Call 18 TPE 21.06.2024
/ DE000DJ31S66
DZ Bank Call 18 TPE 21.06.2024/ DE000DJ31S66 /
| 2024-05-02 8:08:20 AM |
Chg.- |
Bid8:01:05 AM |
Ask8:01:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
- |
1.10
Bid Size: 2,500 |
1.38
Ask Size: 2,500 |
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: |
13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.37 |
| Parity: |
0.61 |
| Time value: |
0.78 |
| Break-even: |
19.39 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.30 |
| Spread %: |
27.52% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
8.52 |
| Rho: |
0.01 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-14.73% |
| 3 Months |
|
|
-42.41% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.99 |
| 1M High / 1M Low: |
1.32 |
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: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.09% |
| Volatility 6M: |
|
96.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
