DZ Bank Put 120 VOW 20.12.2024
/ DE000DJ374D0
DZ Bank Put 120 VOW 20.12.2024/ DE000DJ374D0 /
2024-09-25 8:10:45 AM |
Chg.-0.09 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.10EUR |
-4.11% |
- Bid Size: - |
- Ask Size: - |
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: |
-4.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.00 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.26 |
Parity: |
2.00 |
Time value: |
0.18 |
Break-even: |
98.20 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.12 |
Spread %: |
5.83% |
Delta: |
-0.76 |
Theta: |
-0.03 |
Omega: |
-3.49 |
Rho: |
-0.23 |
Quote data
Open: |
2.10 |
High: |
2.10 |
Low: |
2.10 |
Previous Close: |
2.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.11% |
1 Month |
|
|
+28.83% |
3 Months |
|
|
+81.03% |
YTD |
|
|
+21.39% |
1 Year |
|
|
+51.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.34 |
2.12 |
1M High / 1M Low: |
2.68 |
1.57 |
6M High / 6M Low: |
2.68 |
0.46 |
High (YTD): |
2024-09-11 |
2.68 |
Low (YTD): |
2024-05-29 |
0.46 |
52W High: |
2024-09-11 |
2.68 |
52W Low: |
2024-05-29 |
0.46 |
Avg. price 1W: |
|
2.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.31 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
109.87% |
Volatility 6M: |
|
118.85% |
Volatility 1Y: |
|
120.77% |
Volatility 3Y: |
|
- |