DZ Bank Put 30 VAS 20.06.2025
/ DE000DJ4AB60
DZ Bank Put 30 VAS 20.06.2025/ DE000DJ4AB60 /
| 8/30/2024 8:15:17 AM |
Chg.-0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-3.75% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
30.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
DJ4AB6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.79 |
| Time value: |
0.05 |
| Break-even: |
21.60 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
12.00% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-1.84 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+42.59% |
| YTD |
|
|
+50.98% |
| 1 Year |
|
|
+28.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.770 |
| 1M High / 1M Low: |
0.850 |
0.630 |
| 6M High / 6M Low: |
0.850 |
0.500 |
| High (YTD): |
8/16/2024 |
0.850 |
| Low (YTD): |
6/3/2024 |
0.500 |
| 52W High: |
8/16/2024 |
0.850 |
| 52W Low: |
12/19/2023 |
0.480 |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.626 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.98% |
| Volatility 6M: |
|
68.66% |
| Volatility 1Y: |
|
62.47% |
| Volatility 3Y: |
|
- |
