DZ Bank Put 45 OMV 20.06.2025
/ DE000DJ2CZ21
DZ Bank Put 45 OMV 20.06.2025/ DE000DJ2CZ21 /
| 2024-05-29 4:35:25 PM |
Chg.+0.070 |
Bid5:01:43 PM |
Ask5:01:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+14.29% |
0.560
Bid Size: 50,000 |
0.570
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: |
-8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.15 |
| Time value: |
0.52 |
| Break-even: |
39.80 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-3.14 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.500 |
| High: |
0.570 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
-16.42% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
-46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.490 |
| 1M High / 1M Low: |
0.670 |
0.470 |
| 6M High / 6M Low: |
1.130 |
0.470 |
| High (YTD): |
2024-01-17 |
1.130 |
| Low (YTD): |
2024-05-21 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.848 |
| Avg. volume 6M: |
|
11.290 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.69% |
| Volatility 6M: |
|
55.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
