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DZ Bank Put 70 BNR 20.12.2024/  DE000DJ30V05  /

EUWAX
2024-09-26  6:09:34 PM Chg.-0.170 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.700EUR -19.54% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 70.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ30V0
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.67
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.86
Time value: 0.06
Break-even: 60.80
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 4.55%
Delta: -0.77
Theta: -0.01
Omega: -5.16
Rho: -0.13
 

Quote data

Open: 0.840
High: 0.850
Low: 0.700
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.63%
1 Month  
+16.67%
3 Months
  -5.41%
YTD  
+159.26%
1 Year  
+16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.540
1M High / 1M Low: 0.870 0.440
6M High / 6M Low: 0.870 0.260
High (YTD): 2024-09-25 0.870
Low (YTD): 2024-03-01 0.170
52W High: 2024-09-25 0.870
52W Low: 2024-03-01 0.170
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   0.000
Avg. price 1Y:   0.500
Avg. volume 1Y:   0.000
Volatility 1M:   247.25%
Volatility 6M:   161.75%
Volatility 1Y:   139.25%
Volatility 3Y:   -