DZ Bank Put 38.0081 OMV 20.06.2025
/ DE000DJ4FRB8
DZ Bank Put 38.0081 OMV 20.06.202.../ DE000DJ4FRB8 /
| 23/08/2024 15:34:35 |
Chg.0.000 |
Bid21:58:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.0081 - |
20/06/2025 |
Put |
Master data
| WKN: |
DJ4FRB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.01 - |
| Maturity: |
20/06/2025 |
| Issue date: |
26/07/2023 |
| Last trading day: |
26/08/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.11 |
| Time value: |
0.29 |
| Break-even: |
34.21 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-4.40 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-45.07% |
| 1 Year |
|
|
-23.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.390 |
0.370 |
| 6M High / 6M Low: |
0.500 |
0.270 |
| High (YTD): |
17/01/2024 |
0.770 |
| Low (YTD): |
28/05/2024 |
0.270 |
| 52W High: |
17/01/2024 |
0.770 |
| 52W Low: |
28/05/2024 |
0.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.511 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.43% |
| Volatility 6M: |
|
87.73% |
| Volatility 1Y: |
|
70.04% |
| Volatility 3Y: |
|
- |
