DZ Bank Call 18 TPE 20.12.2024
/ DE000DJ1DKT6
DZ Bank Call 18 TPE 20.12.2024/ DE000DJ1DKT6 /
2024-06-13 8:22:45 AM |
Chg.+0.010 |
Bid6:05:09 PM |
Ask6:05:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+4.55% |
0.170 Bid Size: 17,500 |
0.220 Ask Size: 17,500 |
PVA TEPLA AG O.N. |
18.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ1DKT |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PVA TEPLA AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-28 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.46 |
Historic volatility: |
0.37 |
Parity: |
0.06 |
Time value: |
0.23 |
Break-even: |
20.90 |
Moneyness: |
1.04 |
Premium: |
0.12 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.06 |
Spread %: |
26.09% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
4.04 |
Rho: |
0.05 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.00% |
1 Month |
|
|
-37.84% |
3 Months |
|
|
-62.30% |
YTD |
|
|
-58.93% |
1 Year |
|
|
-68.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.400 |
0.220 |
6M High / 6M Low: |
0.710 |
0.220 |
High (YTD): |
2024-03-05 |
0.710 |
Low (YTD): |
2024-06-12 |
0.220 |
52W High: |
2023-06-14 |
0.730 |
52W Low: |
2023-10-26 |
0.190 |
Avg. price 1W: |
|
0.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.440 |
Avg. volume 6M: |
|
192 |
Avg. price 1Y: |
|
0.447 |
Avg. volume 1Y: |
|
238.281 |
Volatility 1M: |
|
130.64% |
Volatility 6M: |
|
137.17% |
Volatility 1Y: |
|
125.71% |
Volatility 3Y: |
|
- |