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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

EUWAX
2024-07-26  8:22:08 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -		 -
Ask Size: -		 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: 0.380
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+22.58%
3 Months  
+80.95%
YTD  
+52.00%
1 Year  
+11.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.390 0.280
6M High / 6M Low: 0.390 0.120
High (YTD): 2024-07-22 0.390
Low (YTD): 2024-05-15 0.120
52W High: 2023-10-27 0.530
52W Low: 2024-05-15 0.120
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   114.18%
Volatility 6M:   167.78%
Volatility 1Y:   129.59%
Volatility 3Y:   -