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DZ Bank Put 20 VBK 20.12.2024/  DE000DJ092Y4  /

Frankfurt Zert./DZB
9/20/2024  9:34:48 PM Chg.+0.050 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.530EUR +10.42% 0.530
Bid Size: 6,000		 0.620
Ask Size: 6,000		 VERBIO SE INH O.N. 20.00 - 12/20/2024 Put
 

Master data

WKN: DJ092Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 4/24/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.38
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.53
Implied volatility: 0.89
Historic volatility: 0.56
Parity: 0.53
Time value: 0.10
Break-even: 13.80
Moneyness: 1.36
Premium: 0.06
Premium p.a.: 0.29
Spread abs.: 0.09
Spread %: 16.98%
Delta: -0.67
Theta: -0.01
Omega: -1.60
Rho: -0.04
 

Quote data

Open: 0.480
High: 0.560
Low: 0.480
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month  
+55.88%
3 Months  
+17.78%
YTD  
+112.00%
1 Year  
+341.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.530 0.310
6M High / 6M Low: 0.550 0.230
High (YTD): 8/5/2024 0.550
Low (YTD): 5/15/2024 0.230
52W High: 8/5/2024 0.550
52W Low: 9/22/2023 0.120
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.343
Avg. volume 1Y:   0.000
Volatility 1M:   97.89%
Volatility 6M:   112.63%
Volatility 1Y:   116.46%
Volatility 3Y:   -