DZ Bank Call 26 TPE 20.12.2024
/ DE000DQ09YN9
DZ Bank Call 26 TPE 20.12.2024/ DE000DQ09YN9 /
| 2024-05-20 9:34:39 PM |
Chg.+0.010 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+16.67% |
0.070
Bid Size: 5,000 |
0.130
Ask Size: 5,000 |
PVA TEPLA AG O.N. |
26.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ09YN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
-0.62 |
| Time value: |
0.12 |
| Break-even: |
27.20 |
| Moneyness: |
0.76 |
| Premium: |
0.38 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.06 |
| Spread %: |
100.00% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
5.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.060 |
| High: |
0.080 |
| Low: |
0.060 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+70.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.050 |
| 1M High / 1M Low: |
0.100 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
