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DZ Bank Put 20 TPE 20.12.2024/  DE000DW875J6  /

EUWAX
2024-05-20  8:21:55 AM Chg.-0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 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: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -33.33%
3 Months     0.00%
YTD
  -31.43%
1 Year
  -58.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 0.470 0.190
High (YTD): 2024-01-17 0.430
Low (YTD): 2024-03-11 0.190
52W High: 2023-10-27 0.680
52W Low: 2024-03-11 0.190
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.432
Avg. volume 1Y:   0.000
Volatility 1M:   132.36%
Volatility 6M:   124.85%
Volatility 1Y:   96.87%
Volatility 3Y:   -