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DZ Bank Call 16 TPE 20.12.2024/  DE000DJ31TA5  /

Frankfurt Zert./DZB
8/30/2024  9:34:53 PM Chg.-0.030 Bid9:58:20 PM Ask9:58:20 PM Underlying Strike price Expiration date Option type
0.650EUR -4.41% 0.680
Bid Size: 1,000		 0.980
Ask Size: 1,000		 PVA TEPLA AG O.N. 16.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ31TA
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 12/20/2024
Issue date: 7/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 15.17
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.41
Parity: -1.13
Time value: 0.98
Break-even: 16.98
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.55
Spread abs.: 0.30
Spread %: 44.12%
Delta: 0.44
Theta: -0.01
Omega: 6.65
Rho: 0.02
 

Quote data

Open: 0.690
High: 0.770
Low: 0.650
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.42%
1 Month  
+30.00%
3 Months
  -56.95%
YTD
  -67.17%
1 Year
  -59.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.490
1M High / 1M Low: 0.690 0.190
6M High / 6M Low: 1.970 0.190
High (YTD): 2/9/2024 2.040
Low (YTD): 8/5/2024 0.190
52W High: 2/9/2024 2.040
52W Low: 8/5/2024 0.190
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   1.192
Avg. volume 6M:   0.000
Avg. price 1Y:   1.413
Avg. volume 1Y:   0.000
Volatility 1M:   638.31%
Volatility 6M:   271.43%
Volatility 1Y:   196.47%
Volatility 3Y:   -