DZ Bank Put 120 VOW 20.09.2024
/ DE000DJ23WY6
DZ Bank Put 120 VOW 20.09.2024/ DE000DJ23WY6 /
| 8/5/2024 8:09:04 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
120.00 - |
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 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
8/6/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.26 |
| Parity: |
1.90 |
| Time value: |
0.07 |
| Break-even: |
100.30 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
5.35% |
| Delta: |
-0.87 |
| Theta: |
-0.07 |
| Omega: |
-4.44 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.13% |
| 3 Months |
|
|
+465.63% |
| YTD |
|
|
+14.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.81 |
1.47 |
| 6M High / 6M Low: |
1.81 |
0.23 |
| High (YTD): |
8/5/2024 |
1.81 |
| Low (YTD): |
5/29/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
202.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
