DZ Bank Put 90 VOW 20.12.2024
/ DE000DJ4H5G4
DZ Bank Put 90 VOW 20.12.2024/ DE000DJ4H5G4 /
9/27/2024 8:34:48 AM |
Chg.0.000 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG ST O.N... |
90.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ4H5G |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/31/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-35.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
-0.92 |
Time value: |
0.28 |
Break-even: |
87.20 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.09 |
Spread %: |
47.37% |
Delta: |
-0.25 |
Theta: |
-0.03 |
Omega: |
-8.75 |
Rho: |
-0.06 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-48.28% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-11.76% |
YTD |
|
|
-72.22% |
1 Year |
|
|
-73.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.150 |
1M High / 1M Low: |
0.410 |
0.150 |
6M High / 6M Low: |
0.410 |
0.050 |
High (YTD): |
1/3/2024 |
0.570 |
Low (YTD): |
5/28/2024 |
0.050 |
52W High: |
10/27/2023 |
0.860 |
52W Low: |
5/28/2024 |
0.050 |
Avg. price 1W: |
|
0.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.238 |
Avg. volume 1M: |
|
217.391 |
Avg. price 6M: |
|
0.159 |
Avg. volume 6M: |
|
38.760 |
Avg. price 1Y: |
|
0.289 |
Avg. volume 1Y: |
|
19.531 |
Volatility 1M: |
|
312.35% |
Volatility 6M: |
|
260.70% |
Volatility 1Y: |
|
211.45% |
Volatility 3Y: |
|
- |