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DZ Bank Put 90 VOW 20.12.2024/  DE000DJ4H5G4  /

Frankfurt Zert./DZB
11/15/2024  9:34:49 PM Chg.-0.050 Bid9:58:05 PM Ask- Underlying Strike price Expiration date Option type
0.520EUR -8.77% 0.480
Bid Size: 3,000		 -
Ask Size: -		 VOLKSWAGEN AG ST O.N... 90.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ4H5G
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 12/20/2024
Issue date: 7/31/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.68
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.33
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 0.33
Time value: 0.20
Break-even: 84.80
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 8.33%
Delta: -0.61
Theta: -0.04
Omega: -10.25
Rho: -0.05
 

Quote data

Open: 0.570
High: 0.590
Low: 0.510
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+108.00%
3 Months  
+147.62%
YTD
  -3.70%
1 Year  
+10.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 0.600 0.160
6M High / 6M Low: 0.600 0.050
High (YTD): 11/13/2024 0.600
Low (YTD): 5/28/2024 0.050
52W High: 11/13/2024 0.600
52W Low: 5/28/2024 0.050
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   38.168
Avg. price 1Y:   0.244
Avg. volume 1Y:   19.608
Volatility 1M:   345.84%
Volatility 6M:   260.02%
Volatility 1Y:   234.58%
Volatility 3Y:   -