DZ Bank Put 25 VAS 20.12.2024
/ DE000DJ4AB37
DZ Bank Put 25 VAS 20.12.2024/ DE000DJ4AB37 /
| 2024-06-19 9:04:42 AM |
Chg.+0.010 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 50,000 |
0.230
Ask Size: 50,000 |
VOESTALPINE AG |
25.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.01 |
| Time value: |
0.23 |
| Break-even: |
22.60 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
14.29% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-4.45 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.210 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
+15.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
0.220 |
0.150 |
| 6M High / 6M Low: |
0.300 |
0.150 |
| High (YTD): |
2024-03-08 |
0.300 |
| Low (YTD): |
2024-05-28 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.72% |
| Volatility 6M: |
|
113.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
