DZ Bank Put 38.0081 OMV 20.06.2025
/ DE000DJ4FRB8
DZ Bank Put 38.0081 OMV 20.06.202.../ DE000DJ4FRB8 /
| 7/24/2024 9:34:36 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.0081 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
DJ4FRB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.01 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/26/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-0.06 |
| Time value: |
0.43 |
| Break-even: |
33.92 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-3.57 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+20.59% |
| 3 Months |
|
|
+2.50% |
| YTD |
|
|
-42.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.410 |
0.280 |
| 6M High / 6M Low: |
0.690 |
0.270 |
| High (YTD): |
1/17/2024 |
0.770 |
| Low (YTD): |
5/28/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.84% |
| Volatility 6M: |
|
79.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
