DZ Bank Put 25 VAS 20.09.2024
/ DE000DJ23WR0
DZ Bank Put 25 VAS 20.09.2024/ DE000DJ23WR0 /
| 6/13/2024 9:06:28 AM |
Chg.0.000 |
Bid8:38:59 PM |
Ask8:38:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.150
Bid Size: 12,500 |
0.180
Ask Size: 12,500 |
VOESTALPINE AG |
25.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.06 |
| Time value: |
0.16 |
| Break-even: |
23.40 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-6.28 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-39.13% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.200 |
0.110 |
| 6M High / 6M Low: |
0.280 |
0.110 |
| High (YTD): |
3/11/2024 |
0.280 |
| Low (YTD): |
6/3/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.86% |
| Volatility 6M: |
|
137.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
