DZ Bank Put 190 3V64 17.01.2025
/ DE000DJ0BM94
DZ Bank Put 190 3V64 17.01.2025/ DE000DJ0BM94 /
| 2024-08-28 3:35:07 PM |
Chg.0.000 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
190.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
DJ0BM9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2024-08-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-235.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
-6.89 |
| Time value: |
0.11 |
| Break-even: |
188.90 |
| Moneyness: |
0.73 |
| Premium: |
0.27 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.05 |
| Spread %: |
89.66% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-10.97 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.050 |
| High: |
0.056 |
| Low: |
0.050 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-85.26% |
| 1 Year |
|
|
-91.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.110 |
0.056 |
| 6M High / 6M Low: |
0.200 |
0.056 |
| High (YTD): |
2024-01-03 |
0.380 |
| Low (YTD): |
2024-08-28 |
0.056 |
| 52W High: |
2023-10-03 |
0.970 |
| 52W Low: |
2024-08-28 |
0.056 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.295 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
116.02% |
| Volatility 6M: |
|
215.39% |
| Volatility 1Y: |
|
162.22% |
| Volatility 3Y: |
|
- |
