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DZ Bank Put 25 GLJ 20.12.2024/  DE000DJ4GYT4  /

EUWAX
2024-10-15  6:12:23 PM Chg.-0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.060EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 GRENKE AG NA O.N. 25.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4GYT
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.92
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -0.09
Time value: 0.13
Break-even: 23.70
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.57
Spread abs.: 0.06
Spread %: 85.71%
Delta: -0.37
Theta: -0.01
Omega: -7.44
Rho: -0.02
 

Quote data

Open: 0.080
High: 0.080
Low: 0.060
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -79.31%
3 Months
  -33.33%
YTD
  -77.78%
1 Year
  -88.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.280 0.080
6M High / 6M Low: 0.480 0.050
High (YTD): 2024-06-14 0.480
Low (YTD): 2024-07-31 0.050
52W High: 2023-10-18 0.610
52W Low: 2024-07-31 0.050
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   205.40%
Volatility 6M:   294.94%
Volatility 1Y:   221.13%
Volatility 3Y:   -