DZ Bank Put 18 TPE 20.12.2024
/ DE000DW875H0
DZ Bank Put 18 TPE 20.12.2024/ DE000DW875H0 /
2024-05-17 6:35:09 PM |
Chg.-0.010 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-6.67% |
0.140 Bid Size: 17,500 |
0.190 Ask Size: 17,500 |
PVA TEPLA AG O.N. |
18.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-01-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
-0.11 |
Time value: |
0.22 |
Break-even: |
15.80 |
Moneyness: |
0.94 |
Premium: |
0.17 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.06 |
Spread %: |
37.50% |
Delta: |
-0.34 |
Theta: |
-0.01 |
Omega: |
-2.97 |
Rho: |
-0.05 |
Quote data
Open: |
0.160 |
High: |
0.180 |
Low: |
0.140 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-36.36% |
3 Months |
|
|
0.00% |
YTD |
|
|
-44.00% |
1 Year |
|
|
-70.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.120 |
1M High / 1M Low: |
0.250 |
0.120 |
6M High / 6M Low: |
0.340 |
0.110 |
High (YTD): |
2024-01-17 |
0.310 |
Low (YTD): |
2024-03-07 |
0.110 |
52W High: |
2023-10-27 |
0.530 |
52W Low: |
2024-03-07 |
0.110 |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.211 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.317 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
147.68% |
Volatility 6M: |
|
130.71% |
Volatility 1Y: |
|
102.58% |
Volatility 3Y: |
|
- |