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DZ Bank Call 16 TPE 21.06.2024/  DE000DW5CFQ8  /

Frankfurt Zert./DZB
5/17/2024  4:34:39 PM Chg.+0.080 Bid4:54:53 PM Ask4:54:53 PM Underlying Strike price Expiration date Option type
0.360EUR +28.57% 0.370
Bid Size: 50,000		 0.420
Ask Size: 50,000		 PVA TEPLA AG O.N. 16.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/7/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 1.05
Historic volatility: 0.38
Parity: 0.31
Time value: 0.11
Break-even: 20.20
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.76
Spread abs.: 0.15
Spread %: 55.56%
Delta: 0.77
Theta: -0.03
Omega: 3.49
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.360
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+50.00%
3 Months
  -47.83%
YTD
  -35.71%
1 Year
  -36.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.400 0.210
6M High / 6M Low: 0.720 0.210
High (YTD): 2/9/2024 0.720
Low (YTD): 4/19/2024 0.210
52W High: 2/9/2024 0.720
52W Low: 10/26/2023 0.150
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   0.000
Volatility 1M:   195.26%
Volatility 6M:   151.88%
Volatility 1Y:   148.36%
Volatility 3Y:   -