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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

Frankfurt Zert./DZB
20/05/2024  21:35:15 Chg.-0.010 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 5,000		 0.190
Ask Size: 5,000		 PVA TEPLA AG O.N. 18.00 - 20/12/2024 Put
 

Master data

WKN: DW875H
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.88
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.38
Parity: -0.18
Time value: 0.20
Break-even: 16.00
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 42.86%
Delta: -0.31
Theta: -0.01
Omega: -3.09
Rho: -0.05
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -48.00%
3 Months
  -18.75%
YTD
  -48.00%
1 Year
  -71.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.240 0.120
6M High / 6M Low: 0.340 0.110
High (YTD): 17/01/2024 0.310
Low (YTD): 07/03/2024 0.110
52W High: 27/10/2023 0.530
52W Low: 07/03/2024 0.110
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   146.29%
Volatility 6M:   131.26%
Volatility 1Y:   103.12%
Volatility 3Y:   -