DZ Bank Call 24 TPE 20.06.2025
/ DE000DJ4BT36
DZ Bank Call 24 TPE 20.06.2025/ DE000DJ4BT36 /
| 2024-05-29 12:34:57 PM |
Chg.+0.010 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
0.200
Bid Size: 50,000 |
0.220
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
24.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4BT3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-0.49 |
| Time value: |
0.24 |
| Break-even: |
26.40 |
| Moneyness: |
0.80 |
| Premium: |
0.38 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
33.33% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
3.54 |
| Rho: |
0.06 |
Quote data
| Open: |
0.180 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-57.45% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.180 |
| 6M High / 6M Low: |
0.540 |
0.160 |
| High (YTD): |
2024-02-09 |
0.540 |
| Low (YTD): |
2024-04-22 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
129.032 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.13% |
| Volatility 6M: |
|
139.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
