OverviewChartNewsTraderScreen

DZ Bank Put 95 SQU 20.12.2024/  DE000DJ4ABV1  /

Frankfurt Zert./DZB
8/1/2024  11:35:06 AM Chg.+0.030 Bid8/1/2024 Ask8/1/2024 Underlying Strike price Expiration date Option type
0.240EUR +14.29% 0.240
Bid Size: 40,000		 0.250
Ask Size: 40,000		 VINCI S.A. INH. EO... 95.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ4ABV
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 95.00 EUR
Maturity: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -42.24
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -1.06
Time value: 0.25
Break-even: 92.50
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 25.00%
Delta: -0.22
Theta: -0.02
Omega: -9.23
Rho: -0.10
 

Quote data

Open: 0.240
High: 0.240
Low: 0.230
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -29.41%
3 Months  
+26.32%
YTD
  -29.41%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.180
1M High / 1M Low: 0.340 0.180
6M High / 6M Low: 0.510 0.100
High (YTD): 6/14/2024 0.510
Low (YTD): 5/31/2024 0.100
52W High: 10/19/2023 0.810
52W Low: 5/31/2024 0.100
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.369
Avg. volume 1Y:   0.000
Volatility 1M:   237.16%
Volatility 6M:   263.91%
Volatility 1Y:   196.51%
Volatility 3Y:   -