DZ Bank Put 10 VVU 20.12.2024/  DE000DW879W1  /

EUWAX
2024-06-07  9:08:35 AM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.590EUR +1.72% -
Bid Size: -
-
Ask Size: -
VIVENDI SE INH. E... 10.00 - 2024-12-20 Put
 

Master data

WKN: DW879W
Issuer: DZ Bank AG
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Put
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -14.61
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.07
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.07
Time value: 0.61
Break-even: 9.32
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 6.25%
Delta: -0.43
Theta: 0.00
Omega: -6.35
Rho: -0.03
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month
  -19.18%
3 Months
  -37.89%
YTD
  -56.93%
1 Year
  -75.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.560
1M High / 1M Low: 0.730 0.560
6M High / 6M Low: 1.780 0.560
High (YTD): 2024-01-04 1.320
Low (YTD): 2024-06-05 0.560
52W High: 2023-06-12 2.420
52W Low: 2024-06-05 0.560
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   1.490
Avg. volume 1Y:   0.000
Volatility 1M:   68.56%
Volatility 6M:   80.20%
Volatility 1Y:   65.26%
Volatility 3Y:   -