DZ Bank Put 25 VAS 20.12.2024
/ DE000DJ4AB37
DZ Bank Put 25 VAS 20.12.2024/ DE000DJ4AB37 /
| 6/25/2024 5:04:25 PM |
Chg.0.000 |
Bid5:35:32 PM |
Ask5:35:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
0.00% |
0.170
Bid Size: 17,500 |
0.190
Ask Size: 17,500 |
VOESTALPINE AG |
25.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ4AB3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.20 |
| Break-even: |
23.00 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-4.84 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.170 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-26.09% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.220 |
0.150 |
| 6M High / 6M Low: |
0.300 |
0.150 |
| High (YTD): |
3/8/2024 |
0.300 |
| Low (YTD): |
5/28/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.31% |
| Volatility 6M: |
|
116.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
