OverviewChartNewsTraderScreen

DZ Bank Put 95 SQU 20.12.2024/  DE000DJ4ABV1  /

EUWAX
2024-08-02  9:06:47 AM Chg.+0.040 Bid12:05:23 PM Ask12:05:23 PM Underlying Strike price Expiration date Option type
0.280EUR +16.67% 0.320
Bid Size: 40,000		 0.330
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: -34.37
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.81
Time value: 0.30
Break-even: 92.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.05
Spread %: 20.00%
Delta: -0.26
Theta: -0.02
Omega: -8.90
Rho: -0.11
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -17.65%
3 Months  
+33.33%
YTD
  -20.00%
1 Year
  -62.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.340 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:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   0.375
Avg. volume 1Y:   0.000
Volatility 1M:   172.79%
Volatility 6M:   185.59%
Volatility 1Y:   145.96%
Volatility 3Y:   -