DZ Bank Call 20 TPE 20.09.2024
/ DE000DJ26YQ1
DZ Bank Call 20 TPE 20.09.2024/ DE000DJ26YQ1 /
2024-06-03 8:24:18 AM |
Chg.-0.010 |
Bid5:36:06 PM |
Ask5:36:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-9.09% |
0.100 Bid Size: 17,500 |
0.150 Ask Size: 17,500 |
PVA TEPLA AG O.N. |
20.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ26YQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PVA TEPLA AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.37 |
Parity: |
-0.15 |
Time value: |
0.17 |
Break-even: |
21.70 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.06 |
Spread %: |
54.55% |
Delta: |
0.47 |
Theta: |
-0.01 |
Omega: |
5.16 |
Rho: |
0.02 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-78.26% |
YTD |
|
|
-75.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.110 |
1M High / 1M Low: |
0.240 |
0.110 |
6M High / 6M Low: |
0.550 |
0.110 |
High (YTD): |
2024-02-12 |
0.550 |
Low (YTD): |
2024-05-31 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.308 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.29% |
Volatility 6M: |
|
175.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |