OverviewChartNewsTraderScreen

DZ Bank Put 20 VAS 20.12.2024/  DE000DJ4H5B5  /

EUWAX
8/30/2024  8:23:25 AM Chg.-0.008 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.052EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 VOESTALPINE AG 20.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ4H5B
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 12/20/2024
Issue date: 7/31/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -30.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.21
Time value: 0.07
Break-even: 19.27
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 69.77%
Delta: -0.25
Theta: -0.01
Omega: -7.70
Rho: -0.02
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.76%
1 Month  
+18.18%
3 Months  
+4.00%
YTD
  -27.78%
1 Year
  -62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.052
1M High / 1M Low: 0.081 0.038
6M High / 6M Low: 0.100 0.024
High (YTD): 3/11/2024 0.100
Low (YTD): 7/16/2024 0.024
52W High: 10/25/2023 0.190
52W Low: 7/16/2024 0.024
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   0.080
Avg. volume 1Y:   0.000
Volatility 1M:   236.12%
Volatility 6M:   208.57%
Volatility 1Y:   167.48%
Volatility 3Y:   -