DZ Bank Put 25 VBK 20.12.2024
/ DE000DJ372V6
DZ Bank Put 25 VBK 20.12.2024/ DE000DJ372V6 /
| 6/14/2024 8:11:40 AM |
Chg.+0.040 |
Bid12:17:35 PM |
Ask12:17:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+6.67% |
0.680
Bid Size: 60,000 |
0.700
Ask Size: 60,000 |
VERBIO SE INH O.N. |
25.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.54 |
| Parity: |
0.51 |
| Time value: |
0.20 |
| Break-even: |
17.90 |
| Moneyness: |
1.26 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-1.59 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-28.89% |
| YTD |
|
|
+68.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.590 |
| 1M High / 1M Low: |
0.640 |
0.470 |
| 6M High / 6M Low: |
0.930 |
0.380 |
| High (YTD): |
3/15/2024 |
0.930 |
| Low (YTD): |
1/2/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.22% |
| Volatility 6M: |
|
102.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
