OverviewChartNewsTraderScreen

DZ Bank Put 150 VOW 20.12.2024/  DE000DJ374E8  /

EUWAX
03/09/2024  08:10:51 Chg.-0.04 Bid08:13:03 Ask08:13:03 Underlying Strike price Expiration date Option type
4.93EUR -0.80% 4.80
Bid Size: 10,500		 4.93
Ask Size: 10,500		 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: -2.05
Leverage: Yes

Calculated values

Fair value: 4.73
Intrinsic value: 4.73
Implied volatility: 0.71
Historic volatility: 0.25
Parity: 4.73
Time value: 0.27
Break-even: 100.00
Moneyness: 1.46
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 3.09%
Delta: -0.78
Theta: -0.04
Omega: -1.60
Rho: -0.38
 

Quote data

Open: 4.93
High: 4.93
Low: 4.93
Previous Close: 4.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.64%
1 Month  
+8.35%
3 Months  
+133.65%
YTD  
+22.94%
1 Year  
+42.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.97 4.58
1M High / 1M Low: 5.17 4.55
6M High / 6M Low: 5.17 1.68
High (YTD): 15/08/2024 5.17
Low (YTD): 05/04/2024 1.68
52W High: 15/08/2024 5.17
52W Low: 05/04/2024 1.68
Avg. price 1W:   4.76
Avg. volume 1W:   0.00
Avg. price 1M:   4.85
Avg. volume 1M:   0.00
Avg. price 6M:   3.17
Avg. volume 6M:   0.00
Avg. price 1Y:   3.34
Avg. volume 1Y:   0.00
Volatility 1M:   39.20%
Volatility 6M:   88.72%
Volatility 1Y:   83.11%
Volatility 3Y:   -