DZ Bank Call 15 TPE 20.12.2024
/ DE000DJ2SCN2
DZ Bank Call 15 TPE 20.12.2024/ DE000DJ2SCN2 /
| 8/16/2024 8:16:56 AM |
Chg.+0.010 |
Bid4:42:43 PM |
Ask4:42:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
15.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.41 |
| Parity: |
-0.02 |
| Time value: |
0.19 |
| Break-even: |
16.90 |
| Moneyness: |
0.99 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.06 |
| Spread %: |
46.15% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
4.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+182.61% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-74.00% |
| YTD |
|
|
-81.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.046 |
| 1M High / 1M Low: |
0.140 |
0.032 |
| 6M High / 6M Low: |
0.910 |
0.032 |
| High (YTD): |
2/12/2024 |
0.920 |
| Low (YTD): |
8/5/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
1.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.66% |
| Volatility 6M: |
|
223.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
