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DZ Bank Put 18 TPE 20.12.2024/  DE000DW875H0  /

EUWAX
30/08/2024  08:19:51 Chg.-0.040 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.320EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 PVA TEPLA AG O.N. 18.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.91
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.31
Implied volatility: 0.56
Historic volatility: 0.41
Parity: 0.31
Time value: 0.07
Break-even: 14.20
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 18.75%
Delta: -0.67
Theta: -0.01
Omega: -2.61
Rho: -0.04
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -11.11%
3 Months  
+77.78%
YTD  
+28.00%
1 Year
  -13.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.320
1M High / 1M Low: 0.480 0.320
6M High / 6M Low: 0.480 0.120
High (YTD): 09/08/2024 0.480
Low (YTD): 15/05/2024 0.120
52W High: 27/10/2023 0.530
52W Low: 15/05/2024 0.120
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.287
Avg. volume 1Y:   0.000
Volatility 1M:   143.42%
Volatility 6M:   159.61%
Volatility 1Y:   135.32%
Volatility 3Y:   -