DZ Bank Call 22 TPE 20.12.2024
/ DE000DJ4BLP0
DZ Bank Call 22 TPE 20.12.2024/ DE000DJ4BLP0 /
| 07/06/2024 21:35:07 |
Chg.0.000 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
PVA TEPLA AG O.N. |
22.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ4BLP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-0.33 |
| Time value: |
0.16 |
| Break-even: |
23.60 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.06 |
| Spread %: |
60.00% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
4.79 |
| Rho: |
0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.120 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-47.37% |
| 3 Months |
|
|
-76.19% |
| YTD |
|
|
-73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.090 |
| 1M High / 1M Low: |
0.220 |
0.090 |
| 6M High / 6M Low: |
0.490 |
0.090 |
| High (YTD): |
09/02/2024 |
0.490 |
| Low (YTD): |
04/06/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
177.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.29% |
| Volatility 6M: |
|
177.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
