DZ Bank Put 90 VOW 20.12.2024/  DE000DJ4H5G4  /

EUWAX
2024-09-25  8:23:52 AM Chg.-0.020 Bid6:23:14 PM Ask6:23:14 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.200
Bid Size: 10,500
0.270
Ask Size: 10,500
VOLKSWAGEN AG ST O.N... 90.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-07-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.71
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -1.00
Time value: 0.28
Break-even: 87.20
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.67
Spread abs.: 0.09
Spread %: 47.37%
Delta: -0.24
Theta: -0.03
Omega: -8.50
Rho: -0.06
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+11.11%
3 Months  
+17.65%
YTD
  -62.96%
1 Year
  -59.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.370 0.150
6M High / 6M Low: 0.370 0.030
High (YTD): 2024-01-03 0.560
Low (YTD): 2024-05-30 0.030
52W High: 2023-10-27 0.880
52W Low: 2024-05-30 0.030
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   271.93%
Volatility 6M:   442.45%
Volatility 1Y:   327.20%
Volatility 3Y:   -