DZ Bank Put 95 VOW 20.12.2024
/ DE000DJ374C2
DZ Bank Put 95 VOW 20.12.2024/ DE000DJ374C2 /
01/08/2024 08:10:11 |
Chg.+0.010 |
Bid11:33:01 |
Ask11:33:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+4.76% |
0.270 Bid Size: 30,000 |
0.300 Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
95.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
19/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-38.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-1.41 |
Time value: |
0.28 |
Break-even: |
92.20 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.06 |
Spread %: |
27.27% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-7.81 |
Rho: |
-0.10 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-12.00% |
3 Months |
|
|
+15.79% |
YTD |
|
|
-67.16% |
1 Year |
|
|
-42.11% |
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): |
03/01/2024 |
0.710 |
Low (YTD): |
30/05/2024 |
0.090 |
52W High: |
27/10/2023 |
1.090 |
52W Low: |
30/05/2024 |
0.090 |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.215 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.423 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
151.09% |
Volatility 6M: |
|
221.60% |
Volatility 1Y: |
|
172.37% |
Volatility 3Y: |
|
- |