DZ Bank Call 15 TPE 20.12.2024
/ DE000DJ2SCN2
DZ Bank Call 15 TPE 20.12.2024/ DE000DJ2SCN2 /
| 2024-07-12 8:13:55 AM |
Chg.-0.010 |
Bid5:36:05 PM |
Ask5:36:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.160
Bid Size: 17,500 |
0.210
Ask Size: 17,500 |
PVA TEPLA AG O.N. |
15.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-12-19 |
| 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: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-65.85% |
| 3 Months |
|
|
-72.55% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
0.430 |
0.130 |
| 6M High / 6M Low: |
0.920 |
0.130 |
| High (YTD): |
2024-02-12 |
0.920 |
| Low (YTD): |
2024-07-10 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
1.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.72% |
| Volatility 6M: |
|
139.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
