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DZ Bank Put 95 VOW 20.12.2024/  DE000DJ374C2  /

EUWAX
10/10/2024  11:31:04 AM Chg.0.000 Bid11:35:29 AM Ask11:35:29 AM Underlying Strike price Expiration date Option type
0.380EUR 0.00% 0.380
Bid Size: 30,000		 0.410
Ask Size: 30,000		 VOLKSWAGEN AG ST O.N... 95.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.88
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -0.32
Time value: 0.47
Break-even: 90.30
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.49
Spread abs.: 0.09
Spread %: 23.68%
Delta: -0.38
Theta: -0.04
Omega: -7.84
Rho: -0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.380
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.45%
1 Month
  -25.49%
3 Months  
+58.33%
YTD
  -43.28%
1 Year
  -42.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.640 0.280
6M High / 6M Low: 0.640 0.090
High (YTD): 1/3/2024 0.710
Low (YTD): 5/30/2024 0.090
52W High: 10/27/2023 1.090
52W Low: 5/30/2024 0.090
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   454.545
Avg. price 6M:   0.263
Avg. volume 6M:   230.769
Avg. price 1Y:   0.379
Avg. volume 1Y:   117.188
Volatility 1M:   219.97%
Volatility 6M:   227.85%
Volatility 1Y:   196.63%
Volatility 3Y:   -