DZ Bank Put 78 OEWA 21.06.2024/  DE000DJ4H459  /

Frankfurt Zert./DZB
2024-04-29  12:34:49 PM Chg.+0.030 Bid9:58:06 PM Ask- Underlying Strike price Expiration date Option type
1.060EUR +2.91% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 78.00 - 2024-06-21 Put
 

Master data

WKN: DJ4H45
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 78.00 -
Maturity: 2024-06-21
Issue date: 2023-07-31
Last trading day: 2024-04-29
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.49
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.69
Implied volatility: 0.57
Historic volatility: 0.26
Parity: 0.69
Time value: 0.27
Break-even: 68.50
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.64
Theta: -0.06
Omega: -4.81
Rho: -0.06
 

Quote data

Open: 1.020
High: 1.070
Low: 1.020
Previous Close: 1.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.58%
3 Months
  -24.29%
YTD  
+158.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.140 0.930
6M High / 6M Low: 1.660 0.320
High (YTD): 2024-02-14 1.660
Low (YTD): 2024-01-10 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.872
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.17%
Volatility 6M:   150.68%
Volatility 1Y:   -
Volatility 3Y:   -