DZ Bank Put 100 VOW 20.12.2024
/ DE000DW8MXK7
DZ Bank Put 100 VOW 20.12.2024/ DE000DW8MXK7 /
11/09/2024 09:34:51 |
Chg.-0.050 |
Bid10:00:05 |
Ask10:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-5.32% |
0.940 Bid Size: 30,000 |
0.970 Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
100.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW8MXK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
20/12/2024 |
Issue date: |
23/12/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
0.66 |
Time value: |
0.38 |
Break-even: |
89.70 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.09 |
Spread %: |
9.57% |
Delta: |
-0.59 |
Theta: |
-0.03 |
Omega: |
-5.32 |
Rho: |
-0.18 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.890 |
Previous Close: |
0.940 |
Turnover: |
9,450 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+61.82% |
1 Month |
|
|
+58.93% |
3 Months |
|
|
+270.83% |
YTD |
|
|
+7.23% |
1 Year |
|
|
+5.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.500 |
1M High / 1M Low: |
0.940 |
0.380 |
6M High / 6M Low: |
0.940 |
0.130 |
High (YTD): |
10/09/2024 |
0.940 |
Low (YTD): |
28/05/2024 |
0.130 |
52W High: |
27/10/2023 |
1.280 |
52W Low: |
28/05/2024 |
0.130 |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
2,100 |
Avg. price 1M: |
|
0.534 |
Avg. volume 1M: |
|
590.909 |
Avg. price 6M: |
|
0.326 |
Avg. volume 6M: |
|
147.287 |
Avg. price 1Y: |
|
0.511 |
Avg. volume 1Y: |
|
74.219 |
Volatility 1M: |
|
242.42% |
Volatility 6M: |
|
175.71% |
Volatility 1Y: |
|
150.97% |
Volatility 3Y: |
|
- |