DZ Bank Put 180 VOW 21.06.2024
/ DE000DJ0BFE4
DZ Bank Put 180 VOW 21.06.2024/ DE000DJ0BFE4 /
2024-05-24 8:11:56 AM |
Chg.+0.05 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.13EUR |
+0.98% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG ST O.N... |
180.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DJ0BFE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.06 |
Intrinsic value: |
4.06 |
Implied volatility: |
1.54 |
Historic volatility: |
0.25 |
Parity: |
4.06 |
Time value: |
1.05 |
Break-even: |
128.90 |
Moneyness: |
1.29 |
Premium: |
0.08 |
Premium p.a.: |
1.67 |
Spread abs.: |
0.19 |
Spread %: |
3.86% |
Delta: |
-0.65 |
Theta: |
-0.38 |
Omega: |
-1.78 |
Rho: |
-0.11 |
Quote data
Open: |
5.13 |
High: |
5.13 |
Low: |
5.13 |
Previous Close: |
5.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.64% |
1 Month |
|
|
+4.27% |
3 Months |
|
|
+12.50% |
YTD |
|
|
-24.56% |
1 Year |
|
|
+19.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.21 |
4.96 |
1M High / 1M Low: |
5.55 |
4.61 |
6M High / 6M Low: |
6.96 |
3.86 |
High (YTD): |
2024-01-03 |
6.96 |
Low (YTD): |
2024-04-05 |
3.86 |
52W High: |
2023-10-27 |
7.83 |
52W Low: |
2023-06-14 |
3.17 |
Avg. price 1W: |
|
5.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.42 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.28 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
71.33% |
Volatility 6M: |
|
68.04% |
Volatility 1Y: |
|
61.48% |
Volatility 3Y: |
|
- |