DZ Bank Call 25 TPE 20.12.2024/  DE000DW83S74  /

EUWAX
2024-06-07  8:17:03 AM Chg.-0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.036EUR -5.26% -
Bid Size: -
-
Ask Size: -
PVA TEPLA AG O.N. 25.00 - 2024-12-20 Call
 

Master data

WKN: DW83S7
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.35
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.63
Time value: 0.09
Break-even: 25.92
Moneyness: 0.75
Premium: 0.38
Premium p.a.: 0.83
Spread abs.: 0.06
Spread %: 187.50%
Delta: 0.27
Theta: -0.01
Omega: 5.55
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month
  -70.00%
3 Months
  -88.75%
YTD
  -87.14%
1 Year
  -91.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.030
1M High / 1M Low: 0.120 0.030
6M High / 6M Low: 0.350 0.030
High (YTD): 2024-02-12 0.350
Low (YTD): 2024-06-04 0.030
52W High: 2023-06-14 0.480
52W Low: 2024-06-04 0.030
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   24
Avg. price 1Y:   0.217
Avg. volume 1Y:   11.719
Volatility 1M:   268.32%
Volatility 6M:   232.99%
Volatility 1Y:   197.06%
Volatility 3Y:   -