DZ Bank Put 120 VOW 20.09.2024
/ DE000DJ23WY6
DZ Bank Put 120 VOW 20.09.2024/ DE000DJ23WY6 /
| 2024-05-17 8:14:29 AM |
Chg.+0.040 |
Bid8:54:13 PM |
Ask8:54:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+12.90% |
0.300
Bid Size: 7,500 |
0.390
Ask Size: 7,500 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23WY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-1.96 |
| Time value: |
0.42 |
| Break-even: |
115.80 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.09 |
| Spread %: |
27.27% |
| Delta: |
-0.21 |
| Theta: |
-0.03 |
| Omega: |
-6.81 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.69% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-48.53% |
| YTD |
|
|
-77.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.300 |
| 1M High / 1M Low: |
0.640 |
0.300 |
| 6M High / 6M Low: |
1.640 |
0.300 |
| High (YTD): |
2024-01-03 |
1.640 |
| Low (YTD): |
2024-05-15 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.10% |
| Volatility 6M: |
|
174.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
