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DZ Bank Put 20 TPE 20.12.2024/  DE000DW875J6  /

Frankfurt Zert./DZB
6/13/2024  8:34:42 PM Chg.+0.040 Bid6/13/2024 Ask6/13/2024 Underlying Strike price Expiration date Option type
0.300EUR +15.38% 0.300
Bid Size: 12,500		 0.360
Ask Size: 12,500		 PVA TEPLA AG O.N. 20.00 - 12/20/2024 Put
 

Master data

WKN: DW875J
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.83
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.14
Implied volatility: 0.49
Historic volatility: 0.37
Parity: 0.14
Time value: 0.18
Break-even: 16.80
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 23.08%
Delta: -0.49
Theta: -0.01
Omega: -2.84
Rho: -0.06
 

Quote data

Open: 0.260
High: 0.320
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+30.43%
3 Months  
+50.00%
YTD
  -14.29%
1 Year
  -43.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.260
1M High / 1M Low: 0.270 0.210
6M High / 6M Low: 0.430 0.180
High (YTD): 1/17/2024 0.430
Low (YTD): 3/7/2024 0.180
52W High: 10/27/2023 0.680
52W Low: 3/7/2024 0.180
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   0.407
Avg. volume 1Y:   0.000
Volatility 1M:   112.13%
Volatility 6M:   117.32%
Volatility 1Y:   92.21%
Volatility 3Y:   -