DZ Bank Put 80 OEWA 20.12.2024
/ DE000DQ3V776
DZ Bank Put 80 OEWA 20.12.2024/ DE000DQ3V776 /
| 9/13/2024 9:34:34 PM |
Chg.0.000 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
0.680
Bid Size: 5,000 |
0.710
Ask Size: 5,000 |
VERBUND AG INH... |
80.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
0.55 |
| Time value: |
0.17 |
| Break-even: |
72.90 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-6.73 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
-21.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.570 |
| 1M High / 1M Low: |
0.730 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
