DZ Bank Put 15 TPE 20.12.2024
/ DE000DJ2A268
DZ Bank Put 15 TPE 20.12.2024/ DE000DJ2A268 /
| 09/08/2024 08:08:10 |
Chg.+0.010 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
PVA TEPLA AG O.N. |
15.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ2A26 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
0.21 |
| Time value: |
0.08 |
| Break-even: |
12.10 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
26.09% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-2.66 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.75% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
+434.88% |
| YTD |
|
|
+91.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.160 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.250 |
0.028 |
| High (YTD): |
05/08/2024 |
0.250 |
| Low (YTD): |
15/05/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.18% |
| Volatility 6M: |
|
341.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
