DZ Bank Call 20 TPE 20.12.2024
/ DE000DW83S66
DZ Bank Call 20 TPE 20.12.2024/ DE000DW83S66 /
2024-05-17 6:04:44 PM |
Chg.+0.030 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+13.64% |
0.250 Bid Size: 17,500 |
0.300 Ask Size: 17,500 |
PVA TEPLA AG O.N. |
20.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW83S6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PVA TEPLA AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.38 |
Parity: |
-0.09 |
Time value: |
0.28 |
Break-even: |
22.80 |
Moneyness: |
0.96 |
Premium: |
0.19 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.06 |
Spread %: |
27.27% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
3.80 |
Rho: |
0.05 |
Quote data
Open: |
0.220 |
High: |
0.260 |
Low: |
0.220 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
+31.58% |
3 Months |
|
|
-54.55% |
YTD |
|
|
-46.81% |
1 Year |
|
|
-53.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.220 |
1M High / 1M Low: |
0.300 |
0.160 |
6M High / 6M Low: |
0.590 |
0.160 |
High (YTD): |
2024-02-09 |
0.590 |
Low (YTD): |
2024-04-22 |
0.160 |
52W High: |
2023-06-13 |
0.650 |
52W Low: |
2023-10-26 |
0.140 |
Avg. price 1W: |
|
0.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.376 |
Avg. volume 6M: |
|
403.226 |
Avg. price 1Y: |
|
0.390 |
Avg. volume 1Y: |
|
234.375 |
Volatility 1M: |
|
202.24% |
Volatility 6M: |
|
153.82% |
Volatility 1Y: |
|
143.74% |
Volatility 3Y: |
|
- |