OverviewChartNewsTraderScreen

DZ Bank Put 95 SQU 20.12.2024/  DE000DJ4ABV1  /

EUWAX
2024-08-01  9:06:42 AM Chg.+0.020 Bid10:16:12 AM Ask10:16:12 AM Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.240
Bid Size: 40,000		 0.250
Ask Size: 40,000		 VINCI S.A. INH. EO... 95.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
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: 0.240
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -35.14%
3 Months  
+20.00%
YTD
  -31.43%
1 Year
  -63.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: 0.370 0.200
6M High / 6M Low: 0.500 0.110
High (YTD): 2024-06-17 0.500
Low (YTD): 2024-06-03 0.110
52W High: 2023-10-19 0.790
52W Low: 2024-06-03 0.110
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   0.376
Avg. volume 1Y:   0.000
Volatility 1M:   170.54%
Volatility 6M:   185.27%
Volatility 1Y:   146.32%
Volatility 3Y:   -