DZ Bank Put 75 OEWA 21.06.2024
/ DE000DJ399V9
DZ Bank Put 75 OEWA 21.06.2024/ DE000DJ399V9 /
| 4/29/2024 12:34:58 PM |
Chg.+0.030 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+3.90% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
75.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
DJ399V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
4/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
0.39 |
| Time value: |
0.32 |
| Break-even: |
68.00 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.58 |
| Theta: |
-0.05 |
| Omega: |
-5.86 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.760 |
| High: |
0.820 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.880 |
0.710 |
| 6M High / 6M Low: |
1.420 |
0.240 |
| High (YTD): |
2/14/2024 |
1.420 |
| Low (YTD): |
1/10/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.695 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.35% |
| Volatility 6M: |
|
168.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
