DZ Bank Put 10 VVU 20.12.2024
/ DE000DW879W1
DZ Bank Put 10 VVU 20.12.2024/ DE000DW879W1 /
26/07/2024 09:07:40 |
Chg.-0.080 |
Bid12:55:39 |
Ask12:55:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-11.11% |
0.620 Bid Size: 50,000 |
0.630 Ask Size: 50,000 |
VIVENDI SE INH. E... |
10.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW879W |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VIVENDI SE INH. EO 5,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-17.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
-0.10 |
Time value: |
0.57 |
Break-even: |
9.43 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-7.28 |
Rho: |
-0.02 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.720 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
-8.57% |
3 Months |
|
|
-28.89% |
YTD |
|
|
-53.28% |
1 Year |
|
|
-69.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.320 |
1M High / 1M Low: |
0.750 |
0.270 |
6M High / 6M Low: |
1.000 |
0.270 |
High (YTD): |
04/01/2024 |
1.320 |
Low (YTD): |
16/07/2024 |
0.270 |
52W High: |
18/08/2023 |
2.280 |
52W Low: |
16/07/2024 |
0.270 |
Avg. price 1W: |
|
0.426 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.747 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.291 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
336.45% |
Volatility 6M: |
|
157.13% |
Volatility 1Y: |
|
118.81% |
Volatility 3Y: |
|
- |