DZ Bank Put 95 VOW 20.06.2025
/ DE000DJ374F5
DZ Bank Put 95 VOW 20.06.2025/ DE000DJ374F5 /
03/09/2024 08:10:51 |
Chg.-0.020 |
Bid11:35:15 |
Ask11:35:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-2.22% |
0.830 Bid Size: 30,000 |
0.860 Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
95.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ374F |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
19/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
-0.77 |
Time value: |
0.94 |
Break-even: |
85.60 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.09 |
Spread %: |
10.59% |
Delta: |
-0.32 |
Theta: |
-0.02 |
Omega: |
-3.47 |
Rho: |
-0.33 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.82% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
+137.84% |
YTD |
|
|
-16.19% |
1 Year |
|
|
-9.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.780 |
1M High / 1M Low: |
1.060 |
0.770 |
6M High / 6M Low: |
1.060 |
0.330 |
High (YTD): |
03/01/2024 |
1.090 |
Low (YTD): |
08/04/2024 |
0.330 |
52W High: |
27/10/2023 |
1.450 |
52W Low: |
08/04/2024 |
0.330 |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.911 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.582 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.745 |
Avg. volume 1Y: |
|
23.137 |
Volatility 1M: |
|
81.34% |
Volatility 6M: |
|
115.91% |
Volatility 1Y: |
|
103.69% |
Volatility 3Y: |
|
- |