DZ Bank Call 20 TPE 20.09.2024
/ DE000DJ6JTZ0
DZ Bank Call 20 TPE 20.09.2024/ DE000DJ6JTZ0 /
| 2024-06-03 9:35:29 AM |
Chg.+0.120 |
Bid9:49:02 AM |
Ask9:49:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+17.65% |
0.790
Bid Size: 10,000 |
0.890
Ask Size: 10,000 |
PVA TEPLA AG O.N. |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6JTZ |
| 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: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.37 |
| Parity: |
-1.46 |
| Time value: |
1.03 |
| Break-even: |
21.03 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.30 |
| Spread %: |
41.10% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
7.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.690 |
| High: |
0.850 |
| Low: |
0.690 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
-51.52% |
| YTD |
|
|
-49.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
1.160 |
0.680 |
| 6M High / 6M Low: |
1.780 |
0.640 |
| High (YTD): |
2024-02-09 |
1.780 |
| Low (YTD): |
2024-04-12 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.16% |
| Volatility 6M: |
|
119.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
