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DZ Bank Put 30 VAS 20.12.2024/  DE000DJ4AB45  /

Frankfurt Zert./DZB
8/2/2024  2:35:10 PM Chg.+0.080 Bid2:51:50 PM Ask8/2/2024 Underlying Strike price Expiration date Option type
0.720EUR +12.50% 0.720
Bid Size: 50,000		 -
Ask Size: -		 VOESTALPINE AG 30.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.16
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 0.70
Time value: 0.03
Break-even: 22.70
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 14.06%
Delta: -0.77
Theta: 0.00
Omega: -2.44
Rho: -0.10
 

Quote data

Open: 0.670
High: 0.720
Low: 0.670
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+38.46%
3 Months  
+35.85%
YTD  
+67.44%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.590
1M High / 1M Low: 0.640 0.470
6M High / 6M Low: 0.650 0.450
High (YTD): 3/8/2024 0.650
Low (YTD): 1/2/2024 0.420
52W High: 10/25/2023 0.780
52W Low: 12/27/2023 0.400
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   77.60%
Volatility 6M:   79.67%
Volatility 1Y:   73.61%
Volatility 3Y:   -