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DZ Bank Put 5 PBB 20.12.2024/  DE000DJ33VF6  /

EUWAX
2024-07-25  5:06:26 PM Chg.+0.080 Bid2024-07-25 Ask2024-07-25 Underlying Strike price Expiration date Option type
0.720EUR +12.50% 0.720
Bid Size: 20,000		 -
Ask Size: -		 DT.PFANDBRIEFBK AG 5.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ33VF
Issuer: DZ Bank AG
Currency: EUR
Underlying: DT.PFANDBRIEFBK AG
Type: Warrant
Option type: Put
Strike price: 5.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -8.24
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.41
Parity: -0.28
Time value: 0.64
Break-even: 4.36
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.36
Theta: 0.00
Omega: -2.93
Rho: -0.01
 

Quote data

Open: 0.670
High: 0.770
Low: 0.670
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month
  -12.20%
3 Months
  -50.68%
YTD  
+24.14%
1 Year  
+53.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.520
1M High / 1M Low: 0.900 0.520
6M High / 6M Low: 2.300 0.520
High (YTD): 2024-02-15 2.300
Low (YTD): 2024-07-18 0.520
52W High: 2024-02-15 2.300
52W Low: 2023-09-20 0.370
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   1.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.863
Avg. volume 1Y:   0.000
Volatility 1M:   125.07%
Volatility 6M:   132.91%
Volatility 1Y:   123.20%
Volatility 3Y:   -