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DZ Bank Call 16 TPE 21.06.2024/  DE000DW5CFQ8  /

EUWAX
2024-05-17  8:11:33 AM Chg.-0.010 Bid8:24:21 PM Ask8:24:21 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.310
Bid Size: 12,500		 0.440
Ask Size: 12,500		 PVA TEPLA AG O.N. 16.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
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: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month  
+12.00%
3 Months
  -56.92%
YTD
  -47.17%
1 Year
  -51.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.290
1M High / 1M Low: 0.430 0.220
6M High / 6M Low: 0.740 0.220
High (YTD): 2024-02-09 0.740
Low (YTD): 2024-04-22 0.220
52W High: 2024-02-09 0.740
52W Low: 2023-10-27 0.160
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   102.516
Avg. price 1Y:   0.466
Avg. volume 1Y:   87.843
Volatility 1M:   226.27%
Volatility 6M:   150.98%
Volatility 1Y:   144.12%
Volatility 3Y:   -