DZ Bank Put 25 VBK 20.12.2024
/ DE000DJ372V6
DZ Bank Put 25 VBK 20.12.2024/ DE000DJ372V6 /
| 03/06/2024 11:34:54 |
Chg.-0.010 |
Bid11:42:12 |
Ask11:42:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.510
Bid Size: 60,000 |
0.530
Ask Size: 60,000 |
VERBIO SE INH O.N. |
25.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DJ372V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.54 |
| Parity: |
0.25 |
| Time value: |
0.32 |
| Break-even: |
19.30 |
| Moneyness: |
1.11 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-1.85 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.25% |
| 1 Month |
|
|
-24.24% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+21.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.660 |
0.470 |
| 6M High / 6M Low: |
0.910 |
0.380 |
| High (YTD): |
14/03/2024 |
0.910 |
| Low (YTD): |
02/01/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.650 |
| Avg. volume 6M: |
|
24.194 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.99% |
| Volatility 6M: |
|
101.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
