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DZ Bank Call 16 TPE 20.12.2024/  DE000DJ40BJ5  /

Frankfurt Zert./DZB
10/4/2024  9:34:53 PM Chg.+0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.018EUR +125.00% -
Bid Size: -		 -
Ask Size: -		 PVA TEPLA AG O.N. 16.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ40BJ
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: 8/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.01
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.42
Parity: -0.26
Time value: 0.08
Break-even: 16.79
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 1.91
Spread abs.: 0.06
Spread %: 315.79%
Delta: 0.34
Theta: -0.01
Omega: 5.82
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.035
Low: 0.010
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -41.94%
3 Months
  -88.75%
YTD
  -97.31%
1 Year
  -94.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.008
1M High / 1M Low: 0.031 0.001
6M High / 6M Low: 0.530 0.001
High (YTD): 2/9/2024 0.840
Low (YTD): 9/25/2024 0.001
52W High: 2/9/2024 0.840
52W Low: 9/25/2024 0.001
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   3.876
Avg. price 1Y:   0.378
Avg. volume 1Y:   83.137
Volatility 1M:   5,432.77%
Volatility 6M:   2,234.36%
Volatility 1Y:   1,579.00%
Volatility 3Y:   -