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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

Frankfurt Zert./DZB
2024-07-26  9:35:10 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.340
Bid Size: 5,000		 0.430
Ask Size: 5,000		 PVA TEPLA AG O.N. 18.00 - 2024-12-20 Put
 

Master data

WKN: DW875H
Issuer: DZ Bank AG
Currency: EUR
Underlying: PVA TEPLA AG O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.06
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.39
Implied volatility: 0.58
Historic volatility: 0.38
Parity: 0.39
Time value: 0.07
Break-even: 13.40
Moneyness: 1.28
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 24.32%
Delta: -0.67
Theta: 0.00
Omega: -2.05
Rho: -0.06
 

Quote data

Open: 0.380
High: 0.400
Low: 0.350
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month  
+16.67%
3 Months  
+84.21%
YTD  
+40.00%
1 Year  
+2.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.390 0.280
6M High / 6M Low: 0.390 0.110
High (YTD): 2024-07-19 0.390
Low (YTD): 2024-03-07 0.110
52W High: 2023-10-27 0.530
52W Low: 2024-03-07 0.110
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   0.000
Volatility 1M:   96.97%
Volatility 6M:   149.24%
Volatility 1Y:   116.77%
Volatility 3Y:   -