DZ Bank Put 140 VOW3 21.06.2024
/ DE000DJ0BFY2
DZ Bank Put 140 VOW3 21.06.2024/ DE000DJ0BFY2 /
| 2024-05-21 9:35:02 PM |
Chg.-0.030 |
Bid9:50:57 PM |
Ask9:50:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.910EUR |
-1.02% |
2.920
Bid Size: 10,000 |
2.960
Ask Size: 10,000 |
VOLKSWAGEN AG VZO O.... |
140.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ0BFY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.21 |
| Parity: |
2.08 |
| Time value: |
0.89 |
| Break-even: |
110.30 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.04 |
| Spread %: |
1.37% |
| Delta: |
-0.61 |
| Theta: |
-0.24 |
| Omega: |
-2.46 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.960 |
| High: |
3.020 |
| Low: |
2.910 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.99% |
| 1 Month |
|
|
+9.40% |
| 3 Months |
|
|
+14.12% |
| YTD |
|
|
-15.90% |
| 1 Year |
|
|
+8.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.720 |
| 1M High / 1M Low: |
3.310 |
2.630 |
| 6M High / 6M Low: |
4.030 |
2.230 |
| High (YTD): |
2024-01-19 |
3.900 |
| Low (YTD): |
2024-04-08 |
2.230 |
| 52W High: |
2023-10-27 |
4.500 |
| 52W Low: |
2023-06-14 |
1.970 |
| Avg. price 1W: |
|
2.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.084 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
89.79% |
| Volatility 6M: |
|
81.85% |
| Volatility 1Y: |
|
69.21% |
| Volatility 3Y: |
|
- |
