DZ Bank Put 30 VAS 20.06.2025
/ DE000DJ4AB60
DZ Bank Put 30 VAS 20.06.2025/ DE000DJ4AB60 /
| 2024-05-31 9:35:23 PM |
Chg.-0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.56% |
0.500
Bid Size: 5,000 |
0.530
Ask Size: 5,000 |
VOESTALPINE AG |
30.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ4AB6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.37 |
| Time value: |
0.20 |
| Break-even: |
24.30 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-2.37 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-20.31% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.500 |
| 1M High / 1M Low: |
0.630 |
0.500 |
| 6M High / 6M Low: |
0.710 |
0.480 |
| High (YTD): |
2024-03-08 |
0.710 |
| Low (YTD): |
2024-05-28 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.51% |
| Volatility 6M: |
|
65.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
