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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

Frankfurt Zert./DZB
5/31/2024  9:35:22 PM Chg.+0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 5,000		 0.210
Ask Size: 5,000		 PVA TEPLA AG O.N. 18.00 - 12/20/2024 Put
 

Master data

WKN: DW875H
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.83
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.05
Time value: 0.21
Break-even: 15.90
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 40.00%
Delta: -0.37
Theta: -0.01
Omega: -3.31
Rho: -0.05
 

Quote data

Open: 0.150
High: 0.190
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -15.79%
3 Months  
+33.33%
YTD
  -36.00%
1 Year
  -65.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: 0.310 0.110
High (YTD): 1/17/2024 0.310
Low (YTD): 3/7/2024 0.110
52W High: 10/27/2023 0.530
52W Low: 3/7/2024 0.110
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.304
Avg. volume 1Y:   0.000
Volatility 1M:   156.88%
Volatility 6M:   134.65%
Volatility 1Y:   105.50%
Volatility 3Y:   -