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DZ Bank Put 30 VVD 20.12.2024/  DE000DJ39760  /

EUWAX
10/8/2024  3:34:54 PM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 VEOLIA ENVIRONNE. EO... 30.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ3976
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
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: -15.35
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.08
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.08
Time value: 0.11
Break-even: 28.10
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 18.75%
Delta: -0.54
Theta: -0.01
Omega: -8.26
Rho: -0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+23.08%
3 Months
  -11.11%
YTD
  -55.56%
1 Year
  -68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.410 0.110
High (YTD): 4/17/2024 0.410
Low (YTD): 9/26/2024 0.110
52W High: 10/23/2023 0.600
52W Low: 9/26/2024 0.110
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   202.56%
Volatility 6M:   188.30%
Volatility 1Y:   144.97%
Volatility 3Y:   -