DZ Bank Put 40 OMV 20.12.2024
/ DE000DQ39JF3
DZ Bank Put 40 OMV 20.12.2024/ DE000DQ39JF3 /
| 9/9/2024 12:14:58 PM |
Chg.+0.030 |
Bid7:59:03 PM |
Ask7:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+11.11% |
0.300
Bid Size: 12,500 |
0.330
Ask Size: 12,500 |
OMV AG |
40.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DQ39JF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.14 |
| Break-even: |
36.50 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-6.24 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.300 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.330 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
