DZ Bank Put 30 VVD 20.09.2024
/ DE000DJ65RU5
DZ Bank Put 30 VVD 20.09.2024/ DE000DJ65RU5 /
| 8/6/2024 10:04:33 AM |
Chg.-0.030 |
Bid8/6/2024 |
Ask8/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.280
Bid Size: 100,000 |
0.300
Ask Size: 100,000 |
VEOLIA ENVIRONNE. EO... |
30.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ65RU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.08 |
| Break-even: |
26.40 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
20.00% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-5.05 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.86% |
| 1 Month |
|
|
+92.86% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.140 |
| 1M High / 1M Low: |
0.300 |
0.130 |
| 6M High / 6M Low: |
0.330 |
0.058 |
| High (YTD): |
1/3/2024 |
0.350 |
| Low (YTD): |
6/6/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.202 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.72% |
| Volatility 6M: |
|
222.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
