DZ Bank Put 120 VOW 20.06.2025
/ DE000DJ374H1
DZ Bank Put 120 VOW 20.06.2025/ DE000DJ374H1 /
| 2024-06-20 3:04:56 PM |
Chg.+0.040 |
Bid3:09:54 PM |
Ask3:09:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+2.09% |
1.940
Bid Size: 30,000 |
1.970
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ374H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
0.74 |
| Time value: |
1.25 |
| Break-even: |
100.10 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
4.74% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-2.53 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.910 |
| High: |
1.950 |
| Low: |
1.870 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.73% |
| 1 Month |
|
|
+69.57% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
-12.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.810 |
| 1M High / 1M Low: |
1.940 |
0.970 |
| 6M High / 6M Low: |
2.340 |
0.910 |
| High (YTD): |
2024-01-03 |
2.340 |
| Low (YTD): |
2024-04-08 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.345 |
| Avg. volume 1M: |
|
43.478 |
| Avg. price 6M: |
|
1.423 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.32% |
| Volatility 6M: |
|
92.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
