DZ Bank Put 30 VBK 20.12.2024
/ DE000DJ372W4
DZ Bank Put 30 VBK 20.12.2024/ DE000DJ372W4 /
| 6/13/2024 8:10:34 AM |
Chg.-0.04 |
Bid8:41:56 PM |
Ask8:41:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-3.85% |
1.05
Bid Size: 15,000 |
1.14
Ask Size: 15,000 |
VERBIO SE INH O.N. |
30.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.54 |
| Parity: |
0.94 |
| Time value: |
0.16 |
| Break-even: |
19.00 |
| Moneyness: |
1.46 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
8.91% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-1.20 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-0.99% |
| 3 Months |
|
|
-21.88% |
| YTD |
|
|
+63.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.92 |
| 1M High / 1M Low: |
1.05 |
0.82 |
| 6M High / 6M Low: |
1.37 |
0.61 |
| High (YTD): |
3/15/2024 |
1.37 |
| Low (YTD): |
1/2/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.83% |
| Volatility 6M: |
|
84.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
