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DZ Bank Put 90 ADN1/D 20.12.2024/  DE000DJ3SVF6  /

EUWAX
2024-07-30  8:09:53 AM Chg.-0.140 Bid9:33:45 AM Ask9:33:45 AM Underlying Strike price Expiration date Option type
0.780EUR -15.22% 0.790
Bid Size: 5,000		 0.830
Ask Size: 5,000		 ADESSO SE INH O.N. 90.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ3SVF
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADESSO SE INH O.N.
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.15
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.36
Parity: -0.03
Time value: 0.89
Break-even: 81.10
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.12
Spread %: 15.58%
Delta: -0.42
Theta: -0.03
Omega: -4.27
Rho: -0.18
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -33.90%
3 Months
  -11.36%
YTD
  -12.36%
1 Year
  -34.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.920
1M High / 1M Low: 1.420 0.850
6M High / 6M Low: 1.520 0.690
High (YTD): 2024-02-07 1.520
Low (YTD): 2024-06-18 0.690
52W High: 2023-10-26 1.690
52W Low: 2024-06-18 0.690
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   1.087
Avg. volume 1M:   0.000
Avg. price 6M:   1.013
Avg. volume 6M:   0.000
Avg. price 1Y:   1.077
Avg. volume 1Y:   0.000
Volatility 1M:   127.31%
Volatility 6M:   128.19%
Volatility 1Y:   103.34%
Volatility 3Y:   -