DZ Bank Call 20 TPE 20.12.2024/  DE000DW83S66  /

EUWAX
8/30/2024  8:14:30 AM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.011EUR +1000.00% -
Bid Size: -
-
Ask Size: -
PVA TEPLA AG O.N. 20.00 - 12/20/2024 Call
 

Master data

WKN: DW83S6
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.41
Parity: -0.51
Time value: 0.07
Break-even: 20.67
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 1.95
Spread abs.: 0.06
Spread %: 857.14%
Delta: 0.26
Theta: -0.01
Omega: 5.68
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+1000.00%
3 Months
  -93.13%
YTD
  -97.66%
1 Year
  -96.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.001
1M High / 1M Low: 0.013 0.001
6M High / 6M Low: 0.580 0.001
High (YTD): 2/12/2024 0.600
Low (YTD): 8/29/2024 0.001
52W High: 2/12/2024 0.600
52W Low: 8/29/2024 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   83.721
Avg. price 1Y:   0.259
Avg. volume 1Y:   92.773
Volatility 1M:   5,845.75%
Volatility 6M:   3,250.75%
Volatility 1Y:   2,315.78%
Volatility 3Y:   -