DZ Bank Put 30 VBK 20.12.2024
/ DE000DJ372W4
DZ Bank Put 30 VBK 20.12.2024/ DE000DJ372W4 /
| 2024-05-17 4:04:33 PM |
Chg.+0.110 |
Bid4:20:46 PM |
Ask4:20:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+12.22% |
1.020
Bid Size: 60,000 |
1.050
Ask Size: 60,000 |
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: |
-2.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.53 |
| Parity: |
0.86 |
| Time value: |
0.13 |
| Break-even: |
20.10 |
| Moneyness: |
1.40 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
10.00% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-1.40 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.910 |
| High: |
1.020 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-11.40% |
| 3 Months |
|
|
-3.81% |
| YTD |
|
|
+57.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.830 |
| 1M High / 1M Low: |
1.170 |
0.830 |
| 6M High / 6M Low: |
1.370 |
0.530 |
| High (YTD): |
2024-03-14 |
1.370 |
| Low (YTD): |
2024-01-02 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.979 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.49% |
| Volatility 6M: |
|
82.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
