DZ Bank Put 30 VBK 20.12.2024
/ DE000DJ372W4
DZ Bank Put 30 VBK 20.12.2024/ DE000DJ372W4 /
| 2024-05-31 9:35:13 PM |
Chg.+0.030 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+3.53% |
0.880
Bid Size: 6,000 |
0.940
Ask Size: 6,000 |
VERBIO SE INH O.N. |
30.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ372W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.54 |
| Parity: |
0.75 |
| Time value: |
0.19 |
| Break-even: |
20.60 |
| Moneyness: |
1.33 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
6.82% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-1.44 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.850 |
| High: |
0.920 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-23.48% |
| YTD |
|
|
+37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.050 |
0.830 |
| 6M High / 6M Low: |
1.370 |
0.600 |
| High (YTD): |
2024-03-14 |
1.370 |
| Low (YTD): |
2024-01-02 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.008 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.56% |
| Volatility 6M: |
|
85.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
