DZ Bank Put 20 TPE 20.12.2024
/ DE000DW875J6
DZ Bank Put 20 TPE 20.12.2024/ DE000DW875J6 /
| 2024-07-26 8:22:08 AM |
Chg.+0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
PVA TEPLA AG O.N. |
20.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DW875J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.38 |
| Parity: |
0.59 |
| Time value: |
0.09 |
| Break-even: |
13.20 |
| Moneyness: |
1.42 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
28.30% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-1.39 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
+63.64% |
| YTD |
|
|
+54.29% |
| 1 Year |
|
|
+20.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.520 |
| 1M High / 1M Low: |
0.540 |
0.420 |
| 6M High / 6M Low: |
0.540 |
0.190 |
| High (YTD): |
2024-07-24 |
0.540 |
| Low (YTD): |
2024-03-11 |
0.190 |
| 52W High: |
2023-10-27 |
0.680 |
| 52W Low: |
2024-03-11 |
0.190 |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.401 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.38% |
| Volatility 6M: |
|
136.37% |
| Volatility 1Y: |
|
108.12% |
| Volatility 3Y: |
|
- |
