DZ Bank Put 20 TPE 20.09.2024
/ DE000DJ65PA1
DZ Bank Put 20 TPE 20.09.2024/ DE000DJ65PA1 /
| 2024-06-03 8:10:15 AM |
Chg.-0.030 |
Bid2:49:17 PM |
Ask2:49:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.240
Bid Size: 50,000 |
0.260
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
20.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ65PA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
0.15 |
| Time value: |
0.13 |
| Break-even: |
17.20 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
27.27% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-3.55 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
+43.75% |
| YTD |
|
|
-20.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.260 |
0.160 |
| 6M High / 6M Low: |
0.390 |
0.130 |
| High (YTD): |
2024-01-17 |
0.390 |
| Low (YTD): |
2024-03-08 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.251 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.18% |
| Volatility 6M: |
|
162.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
