DZ Bank Put 120 VOW 20.09.2024
/ DE000DJ23WY6
DZ Bank Put 120 VOW 20.09.2024/ DE000DJ23WY6 /
| 5/21/2024 8:13:52 AM |
Chg.+0.030 |
Bid5/21/2024 |
Ask5/21/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
0.370
Bid Size: 10,500 |
0.450
Ask Size: 10,500 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-2.04 |
| Time value: |
0.40 |
| Break-even: |
116.00 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.09 |
| Spread %: |
29.03% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-6.93 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.19% |
| 3 Months |
|
|
-44.78% |
| YTD |
|
|
-76.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.300 |
| 1M High / 1M Low: |
0.640 |
0.300 |
| 6M High / 6M Low: |
1.640 |
0.300 |
| High (YTD): |
1/3/2024 |
1.640 |
| Low (YTD): |
5/15/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.875 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.48% |
| Volatility 6M: |
|
174.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
