DZ Bank Put 79.1632 OEWA 21.06.2024
/ DE000DJ44QD8
DZ Bank Put 79.1632 OEWA 21.06.20.../ DE000DJ44QD8 /
13/05/2024 17:04:44 |
Chg.+0.030 |
Bid17:17:02 |
Ask17:17:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+3.85% |
0.820 Bid Size: 50,000 |
0.840 Ask Size: 50,000 |
VERBUND AG INH... |
79.1632 EUR |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
25/08/2023 |
Last trading day: |
20/06/2024 |
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 |
|
|
-5.81% |
1 Month |
|
|
-29.57% |
3 Months |
|
|
-55.00% |
YTD |
|
|
+65.31% |
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): |
14/02/2024 |
1.850 |
Low (YTD): |
10/01/2024 |
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: |
|
- |