DZ Bank Put 30 VAS 20.12.2024
/ DE000DJ4AB45
DZ Bank Put 30 VAS 20.12.2024/ DE000DJ4AB45 /
| 24/06/2024 08:15:00 |
Chg.+0.010 |
Bid17:35:58 |
Ask17:35:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+1.89% |
0.490
Bid Size: 17,500 |
0.540
Ask Size: 17,500 |
VOESTALPINE AG |
30.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4AB4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.49 |
| Time value: |
0.10 |
| Break-even: |
24.10 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.78 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+14.89% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
+25.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.530 |
| 1M High / 1M Low: |
0.570 |
0.450 |
| 6M High / 6M Low: |
0.670 |
0.410 |
| High (YTD): |
08/03/2024 |
0.670 |
| Low (YTD): |
02/01/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.07% |
| Volatility 6M: |
|
73.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
