DZ Bank Call 24 TPE 20.06.2025
/ DE000DJ4BT36
DZ Bank Call 24 TPE 20.06.2025/ DE000DJ4BT36 /
| 6/4/2024 8:28:10 AM |
Chg.-0.010 |
Bid5:36:06 PM |
Ask5:36:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.160
Bid Size: 17,500 |
0.210
Ask Size: 17,500 |
PVA TEPLA AG O.N. |
24.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4BT3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/24/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-0.56 |
| Time value: |
0.21 |
| Break-even: |
26.10 |
| Moneyness: |
0.77 |
| Premium: |
0.42 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
40.00% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-71.15% |
| YTD |
|
|
-65.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
0.550 |
0.160 |
| High (YTD): |
2/12/2024 |
0.550 |
| Low (YTD): |
6/3/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.05% |
| Volatility 6M: |
|
130.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
