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DZ Bank Call 15 TPE 20.06.2025/  DE000DJ5LG61  /

EUWAX
12/11/2024  08:24:12 Chg.-0.010 Bid19:59:00 Ask19:59:00 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 12,500		 0.140
Ask Size: 12,500		 PVA TEPLA AG O.N. 15.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ5LG6
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 20/06/2025
Issue date: 23/10/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.41
Parity: -0.24
Time value: 0.14
Break-even: 16.40
Moneyness: 0.84
Premium: 0.30
Premium p.a.: 0.55
Spread abs.: 0.06
Spread %: 75.00%
Delta: 0.44
Theta: -0.01
Omega: 3.96
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.00%
1 Month
  -25.00%
3 Months
  -25.00%
YTD
  -89.16%
1 Year
  -86.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.050
1M High / 1M Low: 0.110 0.050
6M High / 6M Low: 0.690 0.050
High (YTD): 05/03/2024 1.020
Low (YTD): 05/11/2024 0.050
52W High: 05/03/2024 1.020
52W Low: 05/11/2024 0.050
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   22.901
Avg. price 1Y:   0.486
Avg. volume 1Y:   27.451
Volatility 1M:   345.59%
Volatility 6M:   228.98%
Volatility 1Y:   173.21%
Volatility 3Y:   -