DZ Bank Put 45 OMV 20.12.2024
/ DE000DJ2CZ13
DZ Bank Put 45 OMV 20.12.2024/ DE000DJ2CZ13 /
| 2024-05-28 11:12:16 AM |
Chg.+0.030 |
Bid9:13:18 PM |
Ask9:13:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.320
Bid Size: 12,500 |
0.350
Ask Size: 12,500 |
OMV AG |
45.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ2CZ1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.19 |
| Time value: |
0.34 |
| Break-even: |
41.60 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-4.90 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.310 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-54.67% |
| YTD |
|
|
-60.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.520 |
0.290 |
| 6M High / 6M Low: |
0.950 |
0.290 |
| High (YTD): |
2024-01-18 |
0.950 |
| Low (YTD): |
2024-05-21 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.19% |
| Volatility 6M: |
|
86.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
