DZ Bank Call 28 TPE 20.12.2024
/ DE000DW83S82
DZ Bank Call 28 TPE 20.12.2024/ DE000DW83S82 /
22/05/2024 14:35:31 |
Chg.+0.016 |
Bid22/05/2024 |
Ask22/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
+59.26% |
0.043 Bid Size: 50,000 |
0.063 Ask Size: 50,000 |
PVA TEPLA AG O.N. |
28.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW83S8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PVA TEPLA AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 - |
Maturity: |
20/12/2024 |
Issue date: |
12/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.38 |
Parity: |
-0.89 |
Time value: |
0.08 |
Break-even: |
28.84 |
Moneyness: |
0.68 |
Premium: |
0.51 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.06 |
Spread %: |
250.00% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
5.29 |
Rho: |
0.02 |
Quote data
Open: |
0.027 |
High: |
0.044 |
Low: |
0.027 |
Previous Close: |
0.027 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+48.28% |
1 Month |
|
|
+86.96% |
3 Months |
|
|
-80.45% |
YTD |
|
|
-79.52% |
1 Year |
|
|
-88.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.027 |
1M High / 1M Low: |
0.070 |
0.023 |
6M High / 6M Low: |
0.260 |
0.023 |
High (YTD): |
09/02/2024 |
0.260 |
Low (YTD): |
22/04/2024 |
0.023 |
52W High: |
14/06/2023 |
0.410 |
52W Low: |
22/04/2024 |
0.023 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.139 |
Avg. volume 6M: |
|
427.419 |
Avg. price 1Y: |
|
0.181 |
Avg. volume 1Y: |
|
207.031 |
Volatility 1M: |
|
418.58% |
Volatility 6M: |
|
258.02% |
Volatility 1Y: |
|
220.02% |
Volatility 3Y: |
|
- |