DZ Bank Put 25 VAS 20.06.2025
/ DE000DJ4AB52
DZ Bank Put 25 VAS 20.06.2025/ DE000DJ4AB52 /
| 11/7/2024 8:17:44 AM |
Chg.- |
Bid8:36:30 AM |
Ask8:36:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
0.520
Bid Size: 17,500 |
0.570
Ask Size: 17,500 |
VOESTALPINE AG |
25.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
DJ4AB5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.54 |
| Time value: |
0.03 |
| Break-even: |
19.30 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-2.56 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.50% |
| 3 Months |
|
|
+62.86% |
| YTD |
|
|
+111.11% |
| 1 Year |
|
|
+39.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.530 |
| 1M High / 1M Low: |
0.570 |
0.400 |
| 6M High / 6M Low: |
0.570 |
0.220 |
| High (YTD): |
11/4/2024 |
0.570 |
| Low (YTD): |
6/3/2024 |
0.220 |
| 52W High: |
11/4/2024 |
0.570 |
| 52W Low: |
6/3/2024 |
0.220 |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.328 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.74% |
| Volatility 6M: |
|
99.31% |
| Volatility 1Y: |
|
88.11% |
| Volatility 3Y: |
|
- |
