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DZ Bank Call 16 TPE 20.12.2024/  DE000DJ31TA5  /

EUWAX
10/4/2024  12:15:32 PM Chg.+0.100 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.290EUR +52.63% -
Bid Size: -		 -
Ask Size: -		 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: 24.44
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.42
Parity: -2.56
Time value: 0.55
Break-even: 16.55
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 1.72
Spread abs.: 0.30
Spread %: 120.00%
Delta: 0.29
Theta: -0.01
Omega: 7.18
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.290
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.00%
1 Month  
+16.00%
3 Months
  -66.67%
YTD
  -84.41%
1 Year
  -77.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.190
1M High / 1M Low: 0.380 0.010
6M High / 6M Low: 1.770 0.010
High (YTD): 2/9/2024 2.150
Low (YTD): 9/17/2024 0.010
52W High: 2/9/2024 2.150
52W Low: 9/17/2024 0.010
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.906
Avg. volume 6M:   0.000
Avg. price 1Y:   1.322
Avg. volume 1Y:   0.000
Volatility 1M:   4,322.65%
Volatility 6M:   1,721.50%
Volatility 1Y:   1,213.46%
Volatility 3Y:   -