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DZ Bank Call 20 TPE 20.12.2024/  DE000DW83S66  /

EUWAX
6/14/2024  8:17:35 AM Chg.-0.040 Bid12:17:12 PM Ask12:17:12 PM Underlying Strike price Expiration date Option type
0.120EUR -25.00% 0.110
Bid Size: 50,000		 0.130
Ask Size: 50,000		 PVA TEPLA AG O.N. 20.00 - 12/20/2024 Call
 

Master data

WKN: DW83S6
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.86
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.37
Parity: -0.23
Time value: 0.18
Break-even: 21.80
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.49
Spread abs.: 0.06
Spread %: 50.00%
Delta: 0.46
Theta: -0.01
Omega: 4.52
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -53.85%
3 Months
  -76.00%
YTD
  -74.47%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.320 0.150
6M High / 6M Low: 0.600 0.150
High (YTD): 2/12/2024 0.600
Low (YTD): 6/12/2024 0.150
52W High: 7/28/2023 0.640
52W Low: 10/26/2023 0.140
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   217.391
Avg. price 6M:   0.349
Avg. volume 6M:   123.600
Avg. price 1Y:   0.365
Avg. volume 1Y:   85.742
Volatility 1M:   166.36%
Volatility 6M:   156.89%
Volatility 1Y:   143.14%
Volatility 3Y:   -