DZ Bank Call 20 TPE 20.09.2024
/ DE000DJ6JTZ0
DZ Bank Call 20 TPE 20.09.2024/ DE000DJ6JTZ0 /
| 2024-06-03 8:26:28 AM |
Chg.-0.030 |
Bid6:17:27 PM |
Ask6:17:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.680
Bid Size: 3,500 |
0.930
Ask Size: 3,500 |
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: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-18.82% |
| 3 Months |
|
|
-58.93% |
| YTD |
|
|
-56.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
1.170 |
0.720 |
| 6M High / 6M Low: |
1.860 |
0.670 |
| High (YTD): |
2024-02-12 |
1.860 |
| Low (YTD): |
2024-04-22 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.75% |
| Volatility 6M: |
|
108.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
