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DZ Bank Put 20 TPE 20.12.2024/  DE000DW875J6  /

Frankfurt Zert./DZB
2024-05-20  9:34:51 PM Chg.-0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.230
Bid Size: 5,000		 0.290
Ask Size: 5,000		 PVA TEPLA AG O.N. 20.00 - 2024-12-20 Put
 

Master data

WKN: DW875J
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.59
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.02
Implied volatility: 0.52
Historic volatility: 0.38
Parity: 0.02
Time value: 0.28
Break-even: 17.00
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.06
Spread %: 25.00%
Delta: -0.41
Theta: -0.01
Omega: -2.71
Rho: -0.07
 

Quote data

Open: 0.240
High: 0.250
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -37.84%
3 Months
  -8.00%
YTD
  -34.29%
1 Year
  -60.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.360 0.210
6M High / 6M Low: 0.460 0.180
High (YTD): 2024-01-17 0.430
Low (YTD): 2024-03-07 0.180
52W High: 2023-10-27 0.680
52W Low: 2024-03-07 0.180
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   132.92%
Volatility 6M:   115.54%
Volatility 1Y:   91.03%
Volatility 3Y:   -