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DZ Bank Put 45 AZ2 20.12.2024/  DE000DJ4FMM6  /

EUWAX
2024-08-29  8:09:30 AM Chg.-0.001 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.022EUR -4.35% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 45.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4FMM
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -114.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -1.36
Time value: 0.05
Break-even: 44.49
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 1.00
Spread abs.: 0.03
Spread %: 142.86%
Delta: -0.08
Theta: -0.01
Omega: -9.41
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.54%
1 Month
  -57.69%
3 Months
  -72.50%
YTD
  -87.78%
1 Year
  -95.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.001
1M High / 1M Low: 0.071 0.001
6M High / 6M Low: 0.150 0.001
High (YTD): 2024-01-05 0.220
Low (YTD): 2024-08-26 0.001
52W High: 2023-10-27 0.650
52W Low: 2024-08-26 0.001
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.205
Avg. volume 1Y:   0.000
Volatility 1M:   7,788.64%
Volatility 6M:   3,213.71%
Volatility 1Y:   2,260.30%
Volatility 3Y:   -