DZ Bank Put 45 OMV 20.06.2025
/ DE000DJ2CZ21
DZ Bank Put 45 OMV 20.06.2025/ DE000DJ2CZ21 /
| 2024-05-30 8:07:12 AM |
Chg.+0.050 |
Bid12:22:07 PM |
Ask12:22:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+10.20% |
0.590
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
OMV AG |
45.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ2CZ2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.08 |
| Time value: |
0.56 |
| Break-even: |
39.40 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-2.99 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-19.40% |
| 3 Months |
|
|
-40.66% |
| YTD |
|
|
-47.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.490 |
| 1M High / 1M Low: |
0.670 |
0.480 |
| 6M High / 6M Low: |
1.130 |
0.480 |
| High (YTD): |
2024-01-17 |
1.130 |
| Low (YTD): |
2024-05-21 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.848 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.98% |
| Volatility 6M: |
|
60.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
