DZ Bank Put 90 VOW 20.12.2024
/ DE000DJ4H5G4
DZ Bank Put 90 VOW 20.12.2024/ DE000DJ4H5G4 /
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: |
|
- |