DZ Bank Put 16 TPE 20.12.2024
/ DE000DJ4K2U7
DZ Bank Put 16 TPE 20.12.2024/ DE000DJ4K2U7 /
| 2024-07-26 9:34:29 PM |
Chg.-0.020 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.210
Bid Size: 5,000 |
0.270
Ask Size: 5,000 |
PVA TEPLA AG O.N. |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4K2U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.19 |
| Time value: |
0.10 |
| Break-even: |
13.10 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
26.09% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-2.78 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
+90.91% |
| YTD |
|
|
+23.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.210 |
| 1M High / 1M Low: |
0.240 |
0.150 |
| 6M High / 6M Low: |
0.240 |
0.060 |
| High (YTD): |
2024-07-19 |
0.240 |
| Low (YTD): |
2024-05-28 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.46% |
| Volatility 6M: |
|
183.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
