DZ Bank Put 140 VOW 20.12.2024
/ DE000DJ86DV9
DZ Bank Put 140 VOW 20.12.2024/ DE000DJ86DV9 /
| 08/07/2024 21:34:37 |
Chg.-0.060 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-2.10% |
2.800
Bid Size: 3,000 |
2.920
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
140.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ86DV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
2.77 |
| Time value: |
0.19 |
| Break-even: |
110.40 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
4.23% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-2.80 |
| Rho: |
-0.51 |
Quote data
| Open: |
2.850 |
| High: |
2.950 |
| Low: |
2.790 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+50.54% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.780 |
| 1M High / 1M Low: |
2.900 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
