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DZ Bank Put 4 BVB 20.12.2024/  DE000DJ30U14  /

EUWAX
11/4/2024  8:08:58 AM Chg.-0.050 Bid9:39:03 AM Ask9:39:03 AM Underlying Strike price Expiration date Option type
0.680EUR -6.85% 0.680
Bid Size: 15,000		 0.720
Ask Size: 15,000		 BORUSSIA DORTMUND 4.00 - 12/20/2024 Put
 

Master data

WKN: DJ30U1
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Put
Strike price: 4.00 -
Maturity: 12/20/2024
Issue date: 7/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.05
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.95
Historic volatility: 0.25
Parity: 0.60
Time value: 0.24
Break-even: 3.16
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.72
Spread abs.: 0.12
Spread %: 16.67%
Delta: -0.62
Theta: 0.00
Omega: -2.50
Rho: 0.00
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.45%
1 Month  
+41.67%
3 Months  
+25.93%
YTD  
+3.03%
1 Year  
+23.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.680
1M High / 1M Low: 0.730 0.480
6M High / 6M Low: 0.730 0.320
High (YTD): 3/26/2024 0.810
Low (YTD): 5/29/2024 0.320
52W High: 3/26/2024 0.810
52W Low: 5/29/2024 0.320
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   0.509
Avg. volume 6M:   461.538
Avg. price 1Y:   0.563
Avg. volume 1Y:   236.220
Volatility 1M:   75.99%
Volatility 6M:   116.08%
Volatility 1Y:   99.12%
Volatility 3Y:   -