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DZ Bank Put 90 SQU 20.12.2024/  DE000DJ4ABU3  /

EUWAX
11/14/2024  9:07:05 AM Chg.+0.006 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.077EUR +8.45% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 90.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
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: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month
  -3.75%
3 Months
  -57.22%
YTD
  -70.38%
1 Year
  -78.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.043
1M High / 1M Low: 0.100 0.036
6M High / 6M Low: 0.350 0.036
High (YTD): 6/17/2024 0.350
Low (YTD): 10/29/2024 0.036
52W High: 11/14/2023 0.360
52W Low: 10/29/2024 0.036
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   467.67%
Volatility 6M:   276.11%
Volatility 1Y:   221.48%
Volatility 3Y:   -