DZ Bank Put 80 OEWA 20.12.2024
/ DE000DQ3V776
DZ Bank Put 80 OEWA 20.12.2024/ DE000DQ3V776 /
15/10/2024 21:34:43 |
Chg.-0.040 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-5.97% |
0.620 Bid Size: 5,000 |
0.650 Ask Size: 5,000 |
VERBUND AG INH... |
80.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DQ3V77 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
24/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
0.53 |
Time value: |
0.17 |
Break-even: |
73.00 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
4.48% |
Delta: |
-0.65 |
Theta: |
-0.02 |
Omega: |
-6.98 |
Rho: |
-0.10 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.600 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-8.70% |
3 Months |
|
|
-22.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.670 |
1M High / 1M Low: |
0.860 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.753 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |