DZ Bank Put 25 VVD 20.06.2025
/ DE000DJ39786
DZ Bank Put 25 VVD 20.06.2025/ DE000DJ39786 /
7/9/2024 9:56:45 AM |
Chg.+0.020 |
Bid8:49:18 PM |
Ask8:49:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+18.18% |
0.130 Bid Size: 25,000 |
0.160 Ask Size: 25,000 |
VEOLIA ENVIRONNE. EO... |
25.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
DJ3978 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VEOLIA ENVIRONNE. EO 5 |
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: |
-19.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-0.41 |
Time value: |
0.15 |
Break-even: |
23.50 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
25.00% |
Delta: |
-0.23 |
Theta: |
0.00 |
Omega: |
-4.48 |
Rho: |
-0.08 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
+30.00% |
3 Months |
|
|
-27.78% |
YTD |
|
|
-43.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.180 |
0.100 |
6M High / 6M Low: |
0.220 |
0.081 |
High (YTD): |
1/3/2024 |
0.230 |
Low (YTD): |
5/28/2024 |
0.081 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.157 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.53% |
Volatility 6M: |
|
115.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |