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DZ Bank Call 20 TPE 20.12.2024/  DE000DW83S66  /

Frankfurt Zert./DZB
2024-05-16  9:34:38 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 5,000		 0.280
Ask Size: 5,000		 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: 6.85
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -0.08
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: 3.82
Rho: 0.05
 

Quote data

Open: 0.230
High: 0.240
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month  
+10.00%
3 Months
  -60.00%
YTD
  -53.19%
1 Year
  -60.00%
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:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   403.226
Avg. price 1Y:   0.392
Avg. volume 1Y:   234.375
Volatility 1M:   203.44%
Volatility 6M:   153.86%
Volatility 1Y:   143.75%
Volatility 3Y:   -