OverviewChartNewsTraderScreen

DZ Bank Call 15 TPE 21.06.2024/  DE000DW5CFP0  /

EUWAX
2024-05-21  8:11:06 AM Chg.+0.020 Bid9:05:37 AM Ask9:05:37 AM Underlying Strike price Expiration date Option type
0.430EUR +4.88% 0.490
Bid Size: 50,000		 0.540
Ask Size: 50,000		 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: 3.66
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 1.09
Historic volatility: 0.38
Parity: 0.48
Time value: 0.06
Break-even: 20.40
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.15
Spread %: 38.46%
Delta: 0.85
Theta: -0.02
Omega: 3.10
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month  
+48.28%
3 Months
  -40.28%
YTD
  -29.51%
1 Year
  -35.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.500 0.270
6M High / 6M Low: 0.820 0.270
High (YTD): 2024-03-07 0.820
Low (YTD): 2024-04-22 0.270
52W High: 2024-03-07 0.820
52W Low: 2023-10-26 0.190
Avg. price 1W:   0.400
Avg. volume 1W:   360
Avg. price 1M:   0.390
Avg. volume 1M:   90
Avg. price 6M:   0.546
Avg. volume 6M:   14.516
Avg. price 1Y:   0.519
Avg. volume 1Y:   830.588
Volatility 1M:   188.46%
Volatility 6M:   142.87%
Volatility 1Y:   134.82%
Volatility 3Y:   -