DZ Bank Put 45 OMV 20.06.2025
/ DE000DJ2CZ21
DZ Bank Put 45 OMV 20.06.2025/ DE000DJ2CZ21 /
| 2024-05-14 8:07:39 AM |
Chg.-0.030 |
Bid4:15:56 PM |
Ask4:15:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-5.88% |
0.500
Bid Size: 50,000 |
0.510
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: |
-8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.22 |
| Time value: |
0.53 |
| Break-even: |
39.70 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-2.99 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-53.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.510 |
| 1M High / 1M Low: |
0.710 |
0.510 |
| 6M High / 6M Low: |
1.130 |
0.510 |
| High (YTD): |
2024-01-17 |
1.130 |
| Low (YTD): |
2024-05-13 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.893 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.15% |
| Volatility 6M: |
|
57.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
