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DZ Bank Put 30 VVD 20.06.2025/  DE000DJ39794  /

EUWAX
8/29/2024  9:46:43 AM Chg.0.000 Bid11:36:08 AM Ask11:36:08 AM Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.270
Bid Size: 100,000		 0.280
Ask Size: 100,000		 VEOLIA ENVIRONNE. EO... 30.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ3979
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
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: -9.87
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.04
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.04
Time value: 0.26
Break-even: 27.00
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 11.11%
Delta: -0.42
Theta: 0.00
Omega: -4.17
Rho: -0.13
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -12.50%
3 Months  
+16.67%
YTD
  -40.43%
1 Year
  -46.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.480 0.280
6M High / 6M Low: 0.480 0.220
High (YTD): 1/3/2024 0.490
Low (YTD): 6/6/2024 0.220
52W High: 10/25/2023 0.660
52W Low: 6/6/2024 0.220
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   1.172
Volatility 1M:   132.91%
Volatility 6M:   107.89%
Volatility 1Y:   87.59%
Volatility 3Y:   -