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DZ Bank Call 16 TPE 20.12.2024/  DE000DJ31TA5  /

EUWAX
2024-07-26  8:09:16 AM Chg.-0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.510EUR -10.53% -
Bid Size: -		 -
Ask Size: -		 PVA TEPLA AG O.N. 16.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-07-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 15.73
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.38
Parity: -1.69
Time value: 0.91
Break-even: 16.91
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.52
Spread abs.: 0.30
Spread %: 49.18%
Delta: 0.40
Theta: -0.01
Omega: 6.30
Rho: 0.02
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.07%
1 Month
  -42.05%
3 Months
  -64.34%
YTD
  -72.58%
1 Year
  -70.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.950 0.510
6M High / 6M Low: 2.150 0.510
High (YTD): 2024-02-09 2.150
Low (YTD): 2024-07-26 0.510
52W High: 2024-02-09 2.150
52W Low: 2024-07-26 0.510
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   1.515
Avg. volume 6M:   0.000
Avg. price 1Y:   1.557
Avg. volume 1Y:   0.000
Volatility 1M:   180.52%
Volatility 6M:   105.82%
Volatility 1Y:   85.24%
Volatility 3Y:   -