DZ Bank Put 25 VAS 20.06.2025
/ DE000DJ4AB52
DZ Bank Put 25 VAS 20.06.2025/ DE000DJ4AB52 /
2024-09-20 9:35:07 AM |
Chg.+0.020 |
Bid9:55:32 AM |
Ask9:55:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+5.26% |
0.400 Bid Size: 50,000 |
0.410 Ask Size: 50,000 |
VOESTALPINE AG |
25.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ4AB5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
0.32 |
Time value: |
0.09 |
Break-even: |
20.90 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
7.89% |
Delta: |
-0.60 |
Theta: |
0.00 |
Omega: |
-3.18 |
Rho: |
-0.13 |
Quote data
Open: |
0.390 |
High: |
0.400 |
Low: |
0.390 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-4.76% |
3 Months |
|
|
+53.85% |
YTD |
|
|
+48.15% |
1 Year |
|
|
+17.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.380 |
1M High / 1M Low: |
0.470 |
0.360 |
6M High / 6M Low: |
0.470 |
0.210 |
High (YTD): |
2024-09-11 |
0.470 |
Low (YTD): |
2024-05-28 |
0.210 |
52W High: |
2024-09-11 |
0.470 |
52W Low: |
2024-05-28 |
0.210 |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.415 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.300 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.317 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
95.66% |
Volatility 6M: |
|
93.13% |
Volatility 1Y: |
|
83.01% |
Volatility 3Y: |
|
- |