DZ Bank Put 10 VVU 20.12.2024
/ DE000DW879W1
DZ Bank Put 10 VVU 20.12.2024/ DE000DW879W1 /
8/30/2024 9:08:34 AM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+1.56% |
- Bid Size: - |
- Ask Size: - |
VIVENDI SE INH. E... |
10.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
-0.17 |
Time value: |
0.72 |
Break-even: |
9.28 |
Moneyness: |
0.98 |
Premium: |
0.09 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.08 |
Spread %: |
12.50% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-5.75 |
Rho: |
-0.01 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.75% |
1 Month |
|
|
-2.99% |
3 Months |
|
|
+8.33% |
YTD |
|
|
-52.55% |
1 Year |
|
|
-68.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.640 |
1M High / 1M Low: |
1.120 |
0.640 |
6M High / 6M Low: |
1.120 |
0.270 |
High (YTD): |
1/4/2024 |
1.320 |
Low (YTD): |
7/16/2024 |
0.270 |
52W High: |
9/27/2023 |
2.250 |
52W Low: |
7/16/2024 |
0.270 |
Avg. price 1W: |
|
0.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.743 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.153 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
151.20% |
Volatility 6M: |
|
165.93% |
Volatility 1Y: |
|
126.33% |
Volatility 3Y: |
|
- |