DZ Bank Put 159.831 VOW 21.06.2024
/ DE000DW3QTX0
DZ Bank Put 159.831 VOW 21.06.202.../ DE000DW3QTX0 /
2024-05-24 8:03:44 AM |
Chg.-0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.36EUR |
-1.75% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG ST O.N... |
159.8307 - |
2024-06-21 |
Put |
Master data
WKN: |
DW3QTX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
159.83 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-28 |
Last trading day: |
2024-06-20 |
Ratio: |
8.88:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
2.30 |
Implied volatility: |
1.15 |
Historic volatility: |
0.25 |
Parity: |
2.30 |
Time value: |
1.11 |
Break-even: |
129.55 |
Moneyness: |
1.15 |
Premium: |
0.07 |
Premium p.a.: |
1.52 |
Spread abs.: |
0.19 |
Spread %: |
5.90% |
Delta: |
-0.61 |
Theta: |
-0.30 |
Omega: |
-2.79 |
Rho: |
-0.08 |
Quote data
Open: |
3.36 |
High: |
3.36 |
Low: |
3.36 |
Previous Close: |
3.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.02% |
1 Month |
|
|
+2.75% |
3 Months |
|
|
+13.51% |
YTD |
|
|
-37.78% |
1 Year |
|
|
+3.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.52 |
3.25 |
1M High / 1M Low: |
3.93 |
2.86 |
6M High / 6M Low: |
5.57 |
2.21 |
High (YTD): |
2024-01-03 |
5.57 |
Low (YTD): |
2024-04-05 |
2.21 |
52W High: |
2023-10-27 |
6.58 |
52W Low: |
2024-04-05 |
2.21 |
Avg. price 1W: |
|
3.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.90 |
Avg. volume 1Y: |
|
.98 |
Volatility 1M: |
|
117.20% |
Volatility 6M: |
|
97.70% |
Volatility 1Y: |
|
84.51% |
Volatility 3Y: |
|
- |