DZ Bank Call 15 TPE 20.06.2025
/ DE000DJ5LG61
DZ Bank Call 15 TPE 20.06.2025/ DE000DJ5LG61 /
| 2024-06-04 9:34:51 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.520
Bid Size: 5,000 |
0.610
Ask Size: 5,000 |
PVA TEPLA AG O.N. |
15.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5LG6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.37 |
| Parity: |
0.34 |
| Time value: |
0.25 |
| Break-even: |
20.90 |
| Moneyness: |
1.23 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
18.00% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
2.39 |
| Rho: |
0.09 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-42.22% |
| YTD |
|
|
-37.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.510 |
| 1M High / 1M Low: |
0.690 |
0.510 |
| 6M High / 6M Low: |
1.000 |
0.470 |
| High (YTD): |
2024-02-09 |
1.000 |
| Low (YTD): |
2024-04-12 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
909.091 |
| Avg. price 6M: |
|
0.714 |
| Avg. volume 6M: |
|
168 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.48% |
| Volatility 6M: |
|
95.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
