DZ Bank Put 95 SQU 20.12.2024
/ DE000DJ4ABV1
DZ Bank Put 95 SQU 20.12.2024/ DE000DJ4ABV1 /
| 20/06/2024 16:35:11 |
Chg.-0.030 |
Bid16:37:03 |
Ask16:37:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
0.380
Bid Size: 40,000 |
0.390
Ask Size: 40,000 |
VINCI S.A. INH. EO... |
95.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4ABV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.54 |
| Time value: |
0.45 |
| Break-even: |
90.50 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-7.09 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
+111.11% |
| YTD |
|
|
+11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.400 |
| 1M High / 1M Low: |
0.510 |
0.100 |
| 6M High / 6M Low: |
0.510 |
0.100 |
| High (YTD): |
14/06/2024 |
0.510 |
| Low (YTD): |
31/05/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.44% |
| Volatility 6M: |
|
240.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
