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DZ Bank Put 25 VAS 20.12.2024/  DE000DJ4AB37  /

Frankfurt Zert./DZB
8/2/2024  9:34:56 PM Chg.+0.040 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.290EUR +16.00% 0.290
Bid Size: 5,000		 0.320
Ask Size: 5,000		 VOESTALPINE AG 25.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ4AB3
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.23
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.20
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.20
Time value: 0.08
Break-even: 22.20
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 12.00%
Delta: -0.60
Theta: 0.00
Omega: -4.90
Rho: -0.06
 

Quote data

Open: 0.270
High: 0.320
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month  
+61.11%
3 Months  
+38.10%
YTD  
+52.63%
1 Year  
+11.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.300 0.150
High (YTD): 3/8/2024 0.300
Low (YTD): 5/28/2024 0.150
52W High: 10/25/2023 0.430
52W Low: 5/28/2024 0.150
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.247
Avg. volume 1Y:   0.000
Volatility 1M:   125.79%
Volatility 6M:   123.56%
Volatility 1Y:   103.54%
Volatility 3Y:   -