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DZ Bank Put 25 VAS 20.12.2024/  DE000DJ4AB37  /

Frankfurt Zert./DZB
9/26/2024  10:04:26 AM Chg.-0.030 Bid10:21:01 AM Ask10:21:01 AM Underlying Strike price Expiration date Option type
0.290EUR -9.38% 0.280
Bid Size: 50,000		 0.300
Ask Size: 50,000		 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: -5.71
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.41
Historic volatility: 0.24
Parity: 0.33
Time value: 0.05
Break-even: 21.20
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 18.75%
Delta: -0.72
Theta: -0.01
Omega: -4.09
Rho: -0.05
 

Quote data

Open: 0.310
High: 0.310
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -6.45%
3 Months  
+70.59%
YTD  
+52.63%
1 Year
  -3.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.420 0.290
6M High / 6M Low: 0.420 0.150
High (YTD): 9/11/2024 0.420
Low (YTD): 5/28/2024 0.150
52W High: 10/25/2023 0.430
52W Low: 5/28/2024 0.150
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   112.93%
Volatility 6M:   130.25%
Volatility 1Y:   111.32%
Volatility 3Y:   -