DZ Bank Put 150 VOW 20.12.2024
/ DE000DJ374E8
DZ Bank Put 150 VOW 20.12.2024/ DE000DJ374E8 /
| 2024-06-17 8:11:24 AM |
Chg.+0.20 |
Bid1:25:56 PM |
Ask1:25:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
+5.67% |
3.73
Bid Size: 30,000 |
3.78
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ374E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
3.76 |
| Time value: |
0.16 |
| Break-even: |
110.80 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
3.98% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-2.18 |
| Rho: |
-0.63 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.73 |
| Previous Close: |
3.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.13% |
| 1 Month |
|
|
+68.02% |
| 3 Months |
|
|
+24.33% |
| YTD |
|
|
-6.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
2.72 |
| 1M High / 1M Low: |
3.53 |
1.95 |
| 6M High / 6M Low: |
4.15 |
1.68 |
| High (YTD): |
2024-01-03 |
4.15 |
| Low (YTD): |
2024-04-05 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.35% |
| Volatility 6M: |
|
102.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
