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DZ Bank Put 15 TPE 20.12.2024/  DE000DJ2A268  /

EUWAX
9/13/2024  8:08:42 AM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% -
Bid Size: -		 -
Ask Size: -		 PVA TEPLA AG O.N. 15.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 9/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.32
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.27
Implied volatility: 0.79
Historic volatility: 0.42
Parity: 0.27
Time value: 0.10
Break-even: 11.30
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.34
Spread abs.: 0.09
Spread %: 32.14%
Delta: -0.60
Theta: -0.01
Omega: -2.00
Rho: -0.03
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+36.84%
3 Months  
+420.00%
YTD  
+116.67%
1 Year  
+4.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.240
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.260 0.028
High (YTD): 9/13/2024 0.260
Low (YTD): 5/15/2024 0.028
52W High: 10/31/2023 0.320
52W Low: 5/15/2024 0.028
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   256.44%
Volatility 6M:   323.22%
Volatility 1Y:   263.92%
Volatility 3Y:   -