DZ Bank Put 150 VOW 21.06.2024
/ DE000DJ374B4
DZ Bank Put 150 VOW 21.06.2024/ DE000DJ374B4 /
| 2024-05-24 9:34:54 PM |
Chg.-0.130 |
Bid9:58:32 PM |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-6.47% |
1.870
Bid Size: 3,000 |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ374B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.25 |
| Parity: |
1.06 |
| Time value: |
0.98 |
| Break-even: |
129.60 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.17 |
| Spread %: |
9.09% |
| Delta: |
-0.56 |
| Theta: |
-0.25 |
| Omega: |
-3.81 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.080 |
| High: |
2.170 |
| Low: |
1.870 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.82% |
| 1 Month |
|
|
-10.48% |
| 3 Months |
|
|
+8.05% |
| YTD |
|
|
-50.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.880 |
| 1M High / 1M Low: |
2.510 |
1.610 |
| 6M High / 6M Low: |
3.990 |
1.230 |
| High (YTD): |
2024-01-03 |
3.990 |
| Low (YTD): |
2024-04-08 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.88% |
| Volatility 6M: |
|
121.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
