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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

EUWAX
2024-05-17  8:24:01 AM Chg.+0.010 Bid7:59:00 PM Ask7:59:00 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.140
Bid Size: 12,500		 0.190
Ask Size: 12,500		 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: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -27.27%
3 Months     0.00%
YTD
  -36.00%
1 Year
  -66.67%
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: 0.350 0.120
High (YTD): 2024-01-17 0.310
Low (YTD): 2024-05-15 0.120
52W High: 2023-10-27 0.530
52W Low: 2024-05-15 0.120
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   156.07%
Volatility 6M:   147.26%
Volatility 1Y:   112.22%
Volatility 3Y:   -