DZ Bank Put 150 VOW 20.12.2024
/ DE000DJ374E8
DZ Bank Put 150 VOW 20.12.2024/ DE000DJ374E8 /
| 10/10/2024 11:05:52 |
Chg.-0.03 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
-0.56% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ374E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
5.19 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.26 |
| Parity: |
5.19 |
| Time value: |
0.23 |
| Break-even: |
95.90 |
| Moneyness: |
1.53 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.85% |
| Delta: |
-0.82 |
| Theta: |
-0.06 |
| Omega: |
-1.48 |
| Rho: |
-0.26 |
Quote data
| Open: |
5.35 |
| High: |
5.35 |
| Low: |
5.35 |
| Previous Close: |
5.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.56% |
| 1 Month |
|
|
-2.55% |
| 3 Months |
|
|
+37.18% |
| YTD |
|
|
+33.42% |
| 1 Year |
|
|
+49.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.38 |
5.26 |
| 1M High / 1M Low: |
5.77 |
4.93 |
| 6M High / 6M Low: |
5.77 |
1.73 |
| High (YTD): |
11/09/2024 |
5.77 |
| Low (YTD): |
05/04/2024 |
1.68 |
| 52W High: |
11/09/2024 |
5.77 |
| 52W Low: |
05/04/2024 |
1.68 |
| Avg. price 1W: |
|
5.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.29% |
| Volatility 6M: |
|
71.74% |
| Volatility 1Y: |
|
81.55% |
| Volatility 3Y: |
|
- |
