DZ Bank Put 35 VBK 20.12.2024
/ DE000DJ372X2
DZ Bank Put 35 VBK 20.12.2024/ DE000DJ372X2 /
2024-05-17 6:35:08 PM |
Chg.+0.080 |
Bid6:43:21 PM |
Ask6:43:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.430EUR |
+5.93% |
1.430 Bid Size: 21,000 |
1.550 Ask Size: 21,000 |
VERBIO SE INH O.N. |
35.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DJ372X |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VERBIO SE INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.72 |
Historic volatility: |
0.53 |
Parity: |
1.36 |
Time value: |
0.08 |
Break-even: |
20.60 |
Moneyness: |
1.63 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.09 |
Spread %: |
6.67% |
Delta: |
-0.71 |
Theta: |
-0.01 |
Omega: |
-1.06 |
Rho: |
-0.18 |
Quote data
Open: |
1.360 |
High: |
1.470 |
Low: |
1.360 |
Previous Close: |
1.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.38% |
1 Month |
|
|
-9.49% |
3 Months |
|
|
-2.72% |
YTD |
|
|
+55.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.240 |
1M High / 1M Low: |
1.610 |
1.240 |
6M High / 6M Low: |
1.830 |
0.760 |
High (YTD): |
2024-03-14 |
1.830 |
Low (YTD): |
2024-01-02 |
0.970 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.476 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.374 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.52% |
Volatility 6M: |
|
69.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |