DZ Bank Put 30 VAS 20.06.2025/  DE000DJ4AB60  /

Frankfurt Zert./DZB
2024-06-14  9:35:11 PM Chg.+0.030 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
0.610EUR +5.17% 0.600
Bid Size: 5,000
0.630
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: -3.91
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.54
Time value: 0.09
Break-even: 23.70
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 5.00%
Delta: -0.61
Theta: 0.00
Omega: -2.38
Rho: -0.22
 

Quote data

Open: 0.580
High: 0.620
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month  
+3.39%
3 Months
  -8.96%
YTD  
+19.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.540
1M High / 1M Low: 0.610 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:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.28%
Volatility 6M:   66.59%
Volatility 1Y:   -
Volatility 3Y:   -