DZ Bank Put 120 VOW 20.12.2024
/ DE000DJ374D0
DZ Bank Put 120 VOW 20.12.2024/ DE000DJ374D0 /
| 2024-06-17 8:11:24 AM |
Chg.+0.10 |
Bid11:13:07 AM |
Ask11:13:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+9.09% |
1.24
Bid Size: 30,000 |
1.27
Ask Size: 30,000 |
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: |
-8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.76 |
| Time value: |
0.56 |
| Break-even: |
106.80 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
7.32% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-4.59 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.38% |
| 1 Month |
|
|
+103.39% |
| 3 Months |
|
|
+13.21% |
| YTD |
|
|
-30.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.73 |
| 1M High / 1M Low: |
1.10 |
0.46 |
| 6M High / 6M Low: |
1.80 |
0.46 |
| High (YTD): |
2024-01-03 |
1.80 |
| Low (YTD): |
2024-05-29 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.72% |
| Volatility 6M: |
|
140.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
