DZ Bank Put 120 VOW 20.09.2024
/ DE000DJ23WY6
DZ Bank Put 120 VOW 20.09.2024/ DE000DJ23WY6 /
| 6/27/2024 3:04:20 PM |
Chg.+0.060 |
Bid3:17:34 PM |
Ask3:17:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+6.32% |
1.020
Bid Size: 30,000 |
1.050
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ23WY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.72 |
| Time value: |
0.31 |
| Break-even: |
109.70 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
9.57% |
| Delta: |
-0.61 |
| Theta: |
-0.03 |
| Omega: |
-6.73 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.960 |
| High: |
1.020 |
| Low: |
0.960 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.45% |
| 1 Month |
|
|
+304.00% |
| 3 Months |
|
|
+114.89% |
| YTD |
|
|
-35.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.860 |
| 1M High / 1M Low: |
1.040 |
0.220 |
| 6M High / 6M Low: |
1.650 |
0.220 |
| High (YTD): |
1/3/2024 |
1.650 |
| Low (YTD): |
5/28/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
11.565 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
2.094 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.28% |
| Volatility 6M: |
|
182.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
