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DZ Bank Call 16 TPE 21.06.2024/  DE000DW5CFQ8  /

Frankfurt Zert./DZB
14/06/2024  15:35:02 Chg.-0.030 Bid14/06/2024 Ask- Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.100
Bid Size: 50,000		 -
Ask Size: -		 PVA TEPLA AG O.N. 16.00 - 21/06/2024 Call
 

Master data

WKN: DW5CFQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 21/06/2024
Issue date: 07/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 1.05
Historic volatility: 0.37
Parity: 0.18
Time value: 0.04
Break-even: 18.10
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 1.77
Spread abs.: 0.08
Spread %: 61.54%
Delta: 0.79
Theta: -0.05
Omega: 6.64
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.150
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -75.00%
3 Months
  -82.76%
YTD
  -82.14%
1 Year
  -85.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.400 0.130
6M High / 6M Low: 0.720 0.130
High (YTD): 09/02/2024 0.720
Low (YTD): 13/06/2024 0.130
52W High: 09/02/2024 0.720
52W Low: 13/06/2024 0.130
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   195.31%
Volatility 6M:   164.78%
Volatility 1Y:   155.70%
Volatility 3Y:   -