DZ Bank Put 30 VBK 21.06.2024
/ DE000DJ372S2
DZ Bank Put 30 VBK 21.06.2024/ DE000DJ372S2 /
| 2024-04-24 8:10:15 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERBIO SE INH O.N. |
30.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ372S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-04-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
1.92 |
| Historic volatility: |
0.53 |
| Parity: |
0.86 |
| Time value: |
0.25 |
| Break-even: |
18.90 |
| Moneyness: |
1.40 |
| Premium: |
0.12 |
| Premium p.a.: |
2.21 |
| Spread abs.: |
0.08 |
| Spread %: |
7.77% |
| Delta: |
-0.60 |
| Theta: |
-0.07 |
| Omega: |
-1.17 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.26% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
+117.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.10 |
1.00 |
| 6M High / 6M Low: |
1.33 |
0.36 |
| High (YTD): |
2024-03-18 |
1.33 |
| Low (YTD): |
2024-01-02 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.55% |
| Volatility 6M: |
|
114.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
