DZ Bank Put 30 VBK 20.12.2024
/ DE000DJ372W4
DZ Bank Put 30 VBK 20.12.2024/ DE000DJ372W4 /
| 14/06/2024 08:11:40 |
Chg.+0.05 |
Bid09:47:07 |
Ask09:47:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+5.00% |
1.10
Bid Size: 60,000 |
1.13
Ask Size: 60,000 |
VERBIO SE INH O.N. |
30.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.54 |
| Parity: |
1.01 |
| Time value: |
0.14 |
| Break-even: |
18.50 |
| Moneyness: |
1.51 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
8.49% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-1.14 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-21.05% |
| YTD |
|
|
+72.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.96 |
| 1M High / 1M Low: |
1.05 |
0.82 |
| 6M High / 6M Low: |
1.37 |
0.61 |
| High (YTD): |
15/03/2024 |
1.37 |
| Low (YTD): |
02/01/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.20% |
| Volatility 6M: |
|
83.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
