DZ Bank Put 4 BVB 20.12.2024
/ DE000DJ30U14
DZ Bank Put 4 BVB 20.12.2024/ DE000DJ30U14 /
| 2024-06-07 9:35:17 PM |
Chg.+0.010 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+1.72% |
-
Bid Size: - |
-
Ask Size: - |
BORUSSIA DORTMUND |
4.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ30U1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.43 |
| Time value: |
0.26 |
| Break-even: |
3.32 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
15.25% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-2.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.57% |
| 1 Month |
|
|
+63.89% |
| 3 Months |
|
|
-23.38% |
| YTD |
|
|
-11.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.450 |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
0.800 |
0.320 |
| High (YTD): |
2024-03-26 |
0.800 |
| Low (YTD): |
2024-05-28 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.88% |
| Volatility 6M: |
|
98.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
