DZ Bank Put 95 VOW 20.12.2024/  DE000DJ374C2  /

EUWAX
2024-07-31  8:09:48 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% -
Bid Size: -
-
Ask Size: -
VOLKSWAGEN AG ST O.N... 95.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ374C
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOLKSWAGEN AG ST O.N.
Type: Warrant
Option type: Put
Strike price: 95.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.42
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -1.48
Time value: 0.31
Break-even: 91.90
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.47
Spread abs.: 0.09
Spread %: 40.91%
Delta: -0.20
Theta: -0.02
Omega: -7.22
Rho: -0.10
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.00%
3 Months  
+10.53%
YTD
  -68.66%
1 Year
  -44.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.300 0.170
6M High / 6M Low: 0.370 0.090
High (YTD): 2024-01-03 0.710
Low (YTD): 2024-05-30 0.090
52W High: 2023-10-27 1.090
52W Low: 2024-05-30 0.090
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.423
Avg. volume 1Y:   0.000
Volatility 1M:   154.08%
Volatility 6M:   221.48%
Volatility 1Y:   172.31%
Volatility 3Y:   -