DZ Bank Put 25 VBK 21.06.2024
/ DE000DJ372R4
DZ Bank Put 25 VBK 21.06.2024/ DE000DJ372R4 /
| 2024-05-17 9:04:50 PM |
Chg.+0.110 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+33.33% |
0.440
Bid Size: 15,000 |
0.520
Ask Size: 15,000 |
VERBIO SE INH O.N. |
25.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ372R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.53 |
| Parity: |
0.36 |
| Time value: |
0.07 |
| Break-even: |
20.70 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.09 |
| Spread %: |
26.47% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-3.50 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.470 |
| Low: |
0.350 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.38% |
| 1 Month |
|
|
-29.03% |
| 3 Months |
|
|
-22.81% |
| YTD |
|
|
+69.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.260 |
| 1M High / 1M Low: |
0.650 |
0.260 |
| 6M High / 6M Low: |
0.840 |
0.200 |
| High (YTD): |
2024-03-14 |
0.840 |
| Low (YTD): |
2024-05-15 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.49% |
| Volatility 6M: |
|
142.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
