DZ Bank Call 18 TPE 20.06.2025
/ DE000DJ4YQ08
DZ Bank Call 18 TPE 20.06.2025/ DE000DJ4YQ08 /
| 6/7/2024 8:15:55 AM |
Chg.-0.010 |
Bid11:49:04 AM |
Ask11:49:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.410
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
18.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4YQ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
8/18/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
0.07 |
| Time value: |
0.37 |
| Break-even: |
22.40 |
| Moneyness: |
1.04 |
| Premium: |
0.20 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
2.80 |
| Rho: |
0.08 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-25.49% |
| 3 Months |
|
|
-51.90% |
| YTD |
|
|
-41.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.540 |
0.360 |
| 6M High / 6M Low: |
0.820 |
0.340 |
| High (YTD): |
2/12/2024 |
0.820 |
| Low (YTD): |
4/22/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
81.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.41% |
| Volatility 6M: |
|
111.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
