DZ Bank Put 25 VAS 20.09.2024
/ DE000DJ23WR0
DZ Bank Put 25 VAS 20.09.2024/ DE000DJ23WR0 /
| 2024-06-18 7:04:59 PM |
Chg.-0.010 |
Bid7:07:35 PM |
Ask7:07:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.160
Bid Size: 17,500 |
0.190
Ask Size: 17,500 |
VOESTALPINE AG |
25.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23WR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.05 |
| Time value: |
0.15 |
| Break-even: |
23.00 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-5.90 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.170 |
0.110 |
| 6M High / 6M Low: |
0.260 |
0.110 |
| High (YTD): |
2024-03-08 |
0.260 |
| Low (YTD): |
2024-05-31 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.87% |
| Volatility 6M: |
|
153.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
