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DZ Bank Put 90 SQU 20.12.2024/  DE000DJ4ABU3  /

Frankfurt Zert./DZB
2024-11-14  9:35:18 PM Chg.-0.015 Bid2024-11-14 Ask2024-11-14 Underlying Strike price Expiration date Option type
0.045EUR -25.00% 0.045
Bid Size: 16,000		 0.095
Ask Size: 16,000		 VINCI S.A. INH. EO... 90.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4ABU
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -89.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -0.86
Time value: 0.11
Break-even: 88.90
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.59
Spread abs.: 0.05
Spread %: 83.33%
Delta: -0.18
Theta: -0.04
Omega: -16.06
Rho: -0.02
 

Quote data

Open: 0.076
High: 0.077
Low: 0.043
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+104.55%
1 Month
  -10.00%
3 Months
  -70.00%
YTD
  -82.69%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.021
1M High / 1M Low: 0.060 0.001
6M High / 6M Low: 0.340 0.001
High (YTD): 2024-06-14 0.340
Low (YTD): 2024-10-28 0.001
52W High: 2023-11-14 0.360
52W Low: 2024-10-28 0.001
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.152
Avg. volume 1Y:   0.000
Volatility 1M:   10,459.56%
Volatility 6M:   4,321.37%
Volatility 1Y:   3,072.23%
Volatility 3Y:   -