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DZ Bank Call 20 TPE 20.12.2024/  DE000DW83S66  /

EUWAX
2024-05-20  8:14:53 AM Chg.+0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 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: 6.81
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.38
Parity: -0.02
Time value: 0.29
Break-even: 22.90
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.06
Spread %: 26.09%
Delta: 0.58
Theta: -0.01
Omega: 3.97
Rho: 0.05
 

Quote data

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

Performance

1 Week
  -14.29%
1 Month  
+50.00%
3 Months
  -52.94%
YTD
  -48.94%
1 Year
  -59.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.220
1M High / 1M Low: 0.320 0.170
6M High / 6M Low: 0.600 0.160
High (YTD): 2024-02-12 0.600
Low (YTD): 2024-04-19 0.160
52W High: 2023-06-13 0.650
52W Low: 2023-10-26 0.140
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   84.274
Avg. price 1Y:   0.393
Avg. volume 1Y:   66.732
Volatility 1M:   214.45%
Volatility 6M:   153.73%
Volatility 1Y:   140.82%
Volatility 3Y:   -