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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

EUWAX
13/06/2024  08:22:52 Chg.-0.010 Bid18:05:39 Ask18:05:39 Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.190
Bid Size: 17,500		 0.240
Ask Size: 17,500		 PVA TEPLA AG O.N. 18.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.88
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.37
Parity: -0.06
Time value: 0.21
Break-even: 15.90
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.06
Spread %: 40.00%
Delta: -0.37
Theta: -0.01
Omega: -3.29
Rho: -0.05
 

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     0.00%
1 Month  
+15.38%
3 Months  
+15.38%
YTD
  -40.00%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: 0.310 0.120
High (YTD): 17/01/2024 0.310
Low (YTD): 15/05/2024 0.120
52W High: 27/10/2023 0.530
52W Low: 15/05/2024 0.120
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   180.48%
Volatility 6M:   157.57%
Volatility 1Y:   119.74%
Volatility 3Y:   -