DZ Bank Put 20 VNA 21.03.2025
/ DE000DJ09342
DZ Bank Put 20 VNA 21.03.2025/ DE000DJ09342 /
2024-05-30 2:35:11 PM |
Chg.+0.015 |
Bid2:55:53 PM |
Ask2:55:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
+33.33% |
0.060 Bid Size: 90,000 |
0.070 Ask Size: 90,000 |
VONOVIA SE NA O.N. |
20.00 - |
2025-03-21 |
Put |
Master data
WKN: |
DJ0934 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-24 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-32.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.37 |
Parity: |
-0.79 |
Time value: |
0.09 |
Break-even: |
19.15 |
Moneyness: |
0.72 |
Premium: |
0.31 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.04 |
Spread %: |
88.89% |
Delta: |
-0.13 |
Theta: |
0.00 |
Omega: |
-4.27 |
Rho: |
-0.04 |
Quote data
Open: |
0.046 |
High: |
0.063 |
Low: |
0.046 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+62.16% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-57.14% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-86.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.037 |
1M High / 1M Low: |
0.080 |
0.028 |
6M High / 6M Low: |
0.200 |
0.028 |
High (YTD): |
2024-03-15 |
0.160 |
Low (YTD): |
2024-05-17 |
0.028 |
52W High: |
2023-06-01 |
0.490 |
52W Low: |
2024-05-17 |
0.028 |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.120 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.219 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
182.68% |
Volatility 6M: |
|
132.00% |
Volatility 1Y: |
|
119.91% |
Volatility 3Y: |
|
- |