DZ Bank Put 150 VOW 20.12.2024
/ DE000DJ374E8
DZ Bank Put 150 VOW 20.12.2024/ DE000DJ374E8 /
| 7/26/2024 8:10:18 AM |
Chg.-0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
-0.97% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
3.99 |
| Time value: |
0.16 |
| Break-even: |
108.50 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
3.75% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-2.07 |
| Rho: |
-0.51 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
4.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.87% |
| 1 Month |
|
|
+7.07% |
| 3 Months |
|
|
+69.01% |
| YTD |
|
|
+2.00% |
| 1 Year |
|
|
+79.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
3.93 |
| 1M High / 1M Low: |
4.13 |
3.52 |
| 6M High / 6M Low: |
4.13 |
1.68 |
| High (YTD): |
1/3/2024 |
4.15 |
| Low (YTD): |
4/5/2024 |
1.68 |
| 52W High: |
10/27/2023 |
5.04 |
| 52W Low: |
4/5/2024 |
1.68 |
| Avg. price 1W: |
|
4.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.34% |
| Volatility 6M: |
|
97.19% |
| Volatility 1Y: |
|
83.48% |
| Volatility 3Y: |
|
- |
