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DZ Bank Call 15 TPE 21.06.2024/  DE000DW5CFP0  /

Frankfurt Zert./DZB
2024-05-17  8:35:19 PM Chg.+0.030 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.400EUR +8.11% 0.400
Bid Size: 12,500		 0.540
Ask Size: 12,500		 PVA TEPLA AG O.N. 15.00 - 2024-06-21 Call
 

Master data

WKN: DW5CFP
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.41
Implied volatility: 1.18
Historic volatility: 0.38
Parity: 0.41
Time value: 0.10
Break-even: 20.10
Moneyness: 1.28
Premium: 0.05
Premium p.a.: 0.68
Spread abs.: 0.15
Spread %: 41.67%
Delta: 0.80
Theta: -0.03
Omega: 3.02
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.460
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+25.00%
3 Months
  -46.67%
YTD
  -37.50%
1 Year
  -34.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.370
1M High / 1M Low: 0.500 0.270
6M High / 6M Low: 0.800 0.270
High (YTD): 2024-03-07 0.800
Low (YTD): 2024-04-22 0.270
52W High: 2024-03-07 0.800
52W Low: 2023-10-26 0.190
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   42.742
Avg. price 1Y:   0.514
Avg. volume 1Y:   26.563
Volatility 1M:   207.07%
Volatility 6M:   147.33%
Volatility 1Y:   138.57%
Volatility 3Y:   -