DZ Bank Put 150 VOW 20.06.2025/  DE000DJ374J7  /

EUWAX
8/1/2024  8:10:11 AM Chg.+0.06 Bid9:24:58 PM Ask9:24:58 PM Underlying Strike price Expiration date Option type
4.56EUR +1.33% 4.89
Bid Size: 7,500
5.03
Ask Size: 7,500
VOLKSWAGEN AG ST O.N... 150.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ374J
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.35
Leverage: Yes

Calculated values

Fair value: 4.09
Intrinsic value: 4.09
Implied volatility: 0.52
Historic volatility: 0.25
Parity: 4.09
Time value: 0.56
Break-even: 103.50
Moneyness: 1.37
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.08
Spread %: 1.75%
Delta: -0.64
Theta: -0.02
Omega: -1.49
Rho: -1.03
 

Quote data

Open: 4.56
High: 4.56
Low: 4.56
Previous Close: 4.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.66%
1 Month  
+9.09%
3 Months  
+56.70%
YTD  
+2.70%
1 Year  
+62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.53 4.43
1M High / 1M Low: 4.53 4.03
6M High / 6M Low: 4.53 2.35
High (YTD): 1/3/2024 4.56
Low (YTD): 4/5/2024 2.35
52W High: 10/27/2023 5.35
52W Low: 4/5/2024 2.35
Avg. price 1W:   4.49
Avg. volume 1W:   0.00
Avg. price 1M:   4.30
Avg. volume 1M:   0.00
Avg. price 6M:   3.30
Avg. volume 6M:   0.00
Avg. price 1Y:   3.66
Avg. volume 1Y:   0.00
Volatility 1M:   34.56%
Volatility 6M:   72.27%
Volatility 1Y:   64.84%
Volatility 3Y:   -