DZ Bank Put 76 OEWA 21.06.2024
/ DE000DJ4H442
DZ Bank Put 76 OEWA 21.06.2024/ DE000DJ4H442 /
| 29/04/2024 08:24:14 |
Chg.- |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
76.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
DJ4H44 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
31/07/2023 |
| Last trading day: |
29/04/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.27 |
| Parity: |
0.15 |
| Time value: |
0.63 |
| Break-even: |
68.20 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.48 |
| Theta: |
-0.11 |
| Omega: |
-4.59 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
-38.24% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.870 |
0.810 |
| 6M High / 6M Low: |
1.530 |
0.260 |
| High (YTD): |
15/02/2024 |
1.530 |
| Low (YTD): |
10/01/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.68% |
| Volatility 6M: |
|
160.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
