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DZ Bank Put 120 VOW 20.12.2024/  DE000DJ374D0  /

Frankfurt Zert./DZB
2024-09-20  9:34:41 PM Chg.+0.200 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
2.390EUR +9.13% 2.390
Bid Size: 3,000		 2.540
Ask Size: 3,000		 VOLKSWAGEN AG ST O.N... 120.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ374D
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.78
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 2.39
Implied volatility: 0.48
Historic volatility: 0.26
Parity: 2.39
Time value: 0.15
Break-even: 94.60
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 6.28%
Delta: -0.78
Theta: -0.03
Omega: -2.97
Rho: -0.25
 

Quote data

Open: 2.250
High: 2.460
Low: 2.250
Previous Close: 2.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.13%
1 Month  
+39.77%
3 Months  
+99.17%
YTD  
+38.15%
1 Year  
+81.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.390 2.150
1M High / 1M Low: 2.660 1.580
6M High / 6M Low: 2.660 0.440
High (YTD): 2024-09-10 2.660
Low (YTD): 2024-05-28 0.440
52W High: 2024-09-10 2.660
52W Low: 2024-05-28 0.440
Avg. price 1W:   2.242
Avg. volume 1W:   0.000
Avg. price 1M:   2.062
Avg. volume 1M:   0.000
Avg. price 6M:   1.184
Avg. volume 6M:   13.672
Avg. price 1Y:   1.301
Avg. volume 1Y:   6.863
Volatility 1M:   120.86%
Volatility 6M:   122.22%
Volatility 1Y:   118.12%
Volatility 3Y:   -