DZ Bank Call 16 TPE 20.06.2025
/ DE000DJ40BK3
DZ Bank Call 16 TPE 20.06.2025/ DE000DJ40BK3 /
| 2024-06-14 9:35:05 PM |
Chg.-0.050 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
0.350
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
PVA TEPLA AG O.N. |
16.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ40BK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.37 |
| Parity: |
0.18 |
| Time value: |
0.30 |
| Break-even: |
20.70 |
| Moneyness: |
1.11 |
| Premium: |
0.17 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
2.65 |
| Rho: |
0.08 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.410 |
| Turnover: |
3,800 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-53.25% |
| YTD |
|
|
-53.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.410 |
| 1M High / 1M Low: |
0.630 |
0.410 |
| 6M High / 6M Low: |
0.930 |
0.410 |
| High (YTD): |
2024-02-09 |
0.930 |
| Low (YTD): |
2024-06-13 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.56% |
| Volatility 6M: |
|
98.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
