DZ Bank Call 15 TPE 20.09.2024
/ DE000DJ5F5P6
DZ Bank Call 15 TPE 20.09.2024/ DE000DJ5F5P6 /
| 2024-06-07 8:09:34 AM |
Chg.-0.010 |
Bid4:25:07 PM |
Ask4:25:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.420
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5F5P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.11 |
| Break-even: |
19.80 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
23.08% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-29.09% |
| 3 Months |
|
|
-54.65% |
| YTD |
|
|
-40.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.570 |
0.360 |
| 6M High / 6M Low: |
0.870 |
0.340 |
| High (YTD): |
2024-02-09 |
0.870 |
| Low (YTD): |
2024-04-22 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.42% |
| Volatility 6M: |
|
122.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
