DZ Bank Put 120 VOW 20.12.2024
/ DE000DJ374D0
DZ Bank Put 120 VOW 20.12.2024/ DE000DJ374D0 /
2024-06-06 8:11:12 AM |
Chg.+0.030 |
Bid8:29:14 PM |
Ask8:29:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+5.17% |
0.680 Bid Size: 7,500 |
0.760 Ask Size: 7,500 |
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: |
-18.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-0.83 |
Time value: |
0.69 |
Break-even: |
113.10 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
15.00% |
Delta: |
-0.31 |
Theta: |
-0.02 |
Omega: |
-5.82 |
Rho: |
-0.25 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.31% |
1 Month |
|
|
-28.24% |
3 Months |
|
|
-22.78% |
YTD |
|
|
-64.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.510 |
1M High / 1M Low: |
0.850 |
0.460 |
6M High / 6M Low: |
1.800 |
0.460 |
High (YTD): |
2024-01-03 |
1.800 |
Low (YTD): |
2024-05-29 |
0.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.618 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.959 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.54% |
Volatility 6M: |
|
134.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |