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DZ Bank Put 65 BNR 20.12.2024/  DE000DJ30VZ0  /

EUWAX
2024-07-29  4:04:53 PM Chg.0.000 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.300EUR 0.00% 0.300
Bid Size: 50,000		 0.310
Ask Size: 50,000		 BRENNTAG SE NA O.N. 65.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ30VZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 65.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.35
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.08
Time value: 0.34
Break-even: 61.60
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 13.33%
Delta: -0.40
Theta: -0.01
Omega: -7.82
Rho: -0.12
 

Quote data

Open: 0.290
High: 0.310
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -37.50%
3 Months  
+20.00%
YTD  
+76.47%
1 Year
  -47.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.460 0.300
6M High / 6M Low: 0.480 0.090
High (YTD): 2024-06-28 0.480
Low (YTD): 2024-03-01 0.090
52W High: 2023-08-04 0.700
52W Low: 2024-03-01 0.090
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.317
Avg. volume 1Y:   0.000
Volatility 1M:   119.83%
Volatility 6M:   152.17%
Volatility 1Y:   134.07%
Volatility 3Y:   -