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DZ Bank Put 33.2571 OMV 20.06.202.../  DE000DJ4FRA0  /

Frankfurt Zert./DZB
2024-09-23  3:04:47 PM Chg.+0.020 Bid2024-09-23 Ask2024-09-23 Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.240
Bid Size: 50,000		 0.250
Ask Size: 50,000		 OMV AG 33.2571 EUR 2025-06-20 Put
 

Master data

WKN: DJ4FRA
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 33.26 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: -15.56
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -0.39
Time value: 0.25
Break-even: 30.88
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 13.64%
Delta: -0.28
Theta: -0.01
Omega: -4.38
Rho: -0.09
 

Quote data

Open: 0.220
High: 0.240
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+33.33%
3 Months  
+14.29%
YTD
  -51.02%
1 Year
  -31.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.260 0.130
High (YTD): 2024-01-17 0.510
Low (YTD): 2024-07-04 0.130
52W High: 2024-01-17 0.510
52W Low: 2024-07-04 0.130
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.306
Avg. volume 1Y:   0.000
Volatility 1M:   117.68%
Volatility 6M:   106.04%
Volatility 1Y:   85.28%
Volatility 3Y:   -