DZ Bank Put 30 VAS 20.12.2024
/ DE000DJ4AB45
DZ Bank Put 30 VAS 20.12.2024/ DE000DJ4AB45 /
| 09/07/2024 09:04:55 |
Chg.-0.040 |
Bid09:13:13 |
Ask09:13:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
0.480
Bid Size: 50,000 |
0.500
Ask Size: 50,000 |
VOESTALPINE AG |
30.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4AB4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.11 |
| Break-even: |
24.60 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
12.50% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-3.01 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
+6.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.470 |
| 6M High / 6M Low: |
0.650 |
0.440 |
| High (YTD): |
08/03/2024 |
0.650 |
| Low (YTD): |
02/01/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.534 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.72% |
| Volatility 6M: |
|
77.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
