DZ Bank Call 15 TPE 20.12.2024
/ DE000DJ2SCN2
DZ Bank Call 15 TPE 20.12.2024/ DE000DJ2SCN2 /
| 12/07/2024 21:34:57 |
Chg.+0.010 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+6.67% |
0.160
Bid Size: 12,500 |
0.210
Ask Size: 12,500 |
PVA TEPLA AG O.N. |
15.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2SCN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
-0.03 |
| Time value: |
0.20 |
| Break-even: |
17.00 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
42.86% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
4.18 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.170 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-61.90% |
| 3 Months |
|
|
-58.97% |
| YTD |
|
|
-78.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
0.420 |
0.130 |
| 6M High / 6M Low: |
0.910 |
0.130 |
| High (YTD): |
09/02/2024 |
0.910 |
| Low (YTD): |
09/07/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
1,266.600 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
287.864 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
49.866 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.29% |
| Volatility 6M: |
|
135.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
