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DZ Bank Put 10 VVU 20.12.2024/  DE000DW879W1  /

EUWAX
2024-06-21  9:11:46 AM Chg.-0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.680EUR -9.33% -
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: -13.59
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.08
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.08
Time value: 0.65
Break-even: 9.27
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 5.80%
Delta: -0.44
Theta: 0.00
Omega: -5.99
Rho: -0.03
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.33%
1 Month  
+9.68%
3 Months
  -19.05%
YTD
  -50.37%
1 Year
  -68.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.750
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: 1.410 0.560
High (YTD): 2024-01-04 1.320
Low (YTD): 2024-06-05 0.560
52W High: 2023-08-18 2.280
52W Low: 2024-06-05 0.560
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.659
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   0.000
Avg. price 1Y:   1.440
Avg. volume 1Y:   0.000
Volatility 1M:   122.54%
Volatility 6M:   83.63%
Volatility 1Y:   72.17%
Volatility 3Y:   -