DZ Bank Put 15 TPE 20.12.2024
/ DE000DJ2A268
DZ Bank Put 15 TPE 20.12.2024/ DE000DJ2A268 /
| 5/31/2024 9:34:55 PM |
Chg.+0.005 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
+12.50% |
0.040
Bid Size: 5,000 |
0.100
Ask Size: 5,000 |
PVA TEPLA AG O.N. |
15.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ2A26 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
-0.35 |
| Time value: |
0.10 |
| Break-even: |
14.00 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
150.00% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-3.89 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.042 |
| High: |
0.067 |
| Low: |
0.042 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
+2.27% |
| YTD |
|
|
-65.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.035 |
| 1M High / 1M Low: |
0.070 |
0.030 |
| 6M High / 6M Low: |
0.160 |
0.030 |
| High (YTD): |
1/17/2024 |
0.160 |
| Low (YTD): |
5/14/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.50% |
| Volatility 6M: |
|
229.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
