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DZ Bank Put 20 TPE 20.12.2024/  DE000DW875J6  /

Frankfurt Zert./DZB
14/06/2024  12:04:43 Chg.+0.060 Bid12:17:12 Ask12:17:12 Underlying Strike price Expiration date Option type
0.360EUR +20.00% 0.350
Bid Size: 50,000		 0.370
Ask Size: 50,000		 PVA TEPLA AG O.N. 20.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.93
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.23
Implied volatility: 0.48
Historic volatility: 0.37
Parity: 0.23
Time value: 0.14
Break-even: 16.40
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 20.00%
Delta: -0.55
Theta: -0.01
Omega: -2.70
Rho: -0.07
 

Quote data

Open: 0.300
High: 0.360
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month  
+71.43%
3 Months  
+56.52%
YTD  
+2.86%
1 Year
  -32.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.300 0.210
6M High / 6M Low: 0.430 0.180
High (YTD): 17/01/2024 0.430
Low (YTD): 07/03/2024 0.180
52W High: 27/10/2023 0.680
52W Low: 07/03/2024 0.180
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   0.406
Avg. volume 1Y:   0.000
Volatility 1M:   117.17%
Volatility 6M:   119.20%
Volatility 1Y:   93.45%
Volatility 3Y:   -