DZ Bank Put 42.7591 OMV 20.06.2025
/ DE000DJ2CZ21
DZ Bank Put 42.7591 OMV 20.06.202.../ DE000DJ2CZ21 /
26/07/2024 21:34:46 |
Chg.-0.020 |
Bid21:58:56 |
Ask21:58:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-2.86% |
0.670 Bid Size: 5,000 |
0.700 Ask Size: 5,000 |
OMV AG |
42.7591 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ2CZ2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.76 EUR |
Maturity: |
20/06/2025 |
Issue date: |
12/09/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
0.41 |
Time value: |
0.29 |
Break-even: |
36.11 |
Moneyness: |
1.10 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
4.48% |
Delta: |
-0.51 |
Theta: |
-0.01 |
Omega: |
-2.98 |
Rho: |
-0.24 |
Quote data
Open: |
0.700 |
High: |
0.730 |
Low: |
0.680 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.62% |
1 Month |
|
|
+17.24% |
3 Months |
|
|
-2.86% |
YTD |
|
|
-34.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.640 |
1M High / 1M Low: |
0.710 |
0.510 |
6M High / 6M Low: |
1.000 |
0.470 |
High (YTD): |
17/01/2024 |
1.130 |
Low (YTD): |
21/05/2024 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.621 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.705 |
Avg. volume 6M: |
|
11.024 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.61% |
Volatility 6M: |
|
69.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |