DZ Bank Put 79.1632 OEWA 21.06.2024
/ DE000DJ44QD8
DZ Bank Put 79.1632 OEWA 21.06.20.../ DE000DJ44QD8 /
| 5/13/2024 8:34:32 PM |
Chg.+0.010 |
Bid8:49:16 PM |
Ask8:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+1.28% |
0.800
Bid Size: 12,500 |
0.850
Ask Size: 12,500 |
VERBUND AG INH... |
79.1632 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
DJ44QD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
8/25/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.81 |
| Time value: |
0.02 |
| Break-even: |
70.95 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
-0.85 |
| Theta: |
-0.01 |
| Omega: |
-7.34 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.760 |
| High: |
0.900 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.14% |
| 1 Month |
|
|
-31.30% |
| 3 Months |
|
|
-56.11% |
| YTD |
|
|
+61.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.780 |
| 1M High / 1M Low: |
1.290 |
0.780 |
| 6M High / 6M Low: |
1.850 |
0.370 |
| High (YTD): |
2/14/2024 |
1.850 |
| Low (YTD): |
1/10/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
145.161 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.86% |
| Volatility 6M: |
|
144.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
