DZ Bank Put 140 VOW3 21.06.2024
/ DE000DJ0BFY2
DZ Bank Put 140 VOW3 21.06.2024/ DE000DJ0BFY2 /
| 23/05/2024 13:35:11 |
Chg.-0.130 |
Bid21:58:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
-4.23% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
140.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
DJ0BFY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
10/03/2023 |
| Last trading day: |
24/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.22 |
| Parity: |
2.51 |
| Time value: |
0.47 |
| Break-even: |
110.30 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.72 |
| Theta: |
-0.30 |
| Omega: |
-2.77 |
| Rho: |
-0.05 |
Quote data
| Open: |
3.000 |
| High: |
3.000 |
| Low: |
2.910 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.98% |
| 3 Months |
|
|
+7.30% |
| YTD |
|
|
-15.03% |
| 1 Year |
|
|
+13.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.120 |
2.630 |
| 6M High / 6M Low: |
3.900 |
2.230 |
| High (YTD): |
19/01/2024 |
3.900 |
| Low (YTD): |
08/04/2024 |
2.230 |
| 52W High: |
27/10/2023 |
4.500 |
| 52W Low: |
14/06/2023 |
1.970 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.097 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.26% |
| Volatility 6M: |
|
83.91% |
| Volatility 1Y: |
|
69.50% |
| Volatility 3Y: |
|
- |
