DZ Bank Put 25 VAS 20.12.2024
/ DE000DJ4AB37
DZ Bank Put 25 VAS 20.12.2024/ DE000DJ4AB37 /
| 10/4/2024 12:24:25 PM |
Chg.+0.040 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.30 |
| Time value: |
0.04 |
| Break-even: |
21.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.73 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
+57.89% |
| 1 Year |
|
|
-9.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.210 |
| 1M High / 1M Low: |
0.430 |
0.210 |
| 6M High / 6M Low: |
0.430 |
0.150 |
| High (YTD): |
9/12/2024 |
0.430 |
| Low (YTD): |
6/3/2024 |
0.150 |
| 52W High: |
9/12/2024 |
0.430 |
| 52W Low: |
6/3/2024 |
0.150 |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.257 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
148.47% |
| Volatility 6M: |
|
143.76% |
| Volatility 1Y: |
|
119.98% |
| Volatility 3Y: |
|
- |
