DZ Bank Put 10 VVU 20.12.2024
/ DE000DW879W1
DZ Bank Put 10 VVU 20.12.2024/ DE000DW879W1 /
| 2024-05-03 9:35:15 PM |
Chg.-0.090 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-9.89% |
0.820
Bid Size: 5,000 |
0.860
Ask Size: 5,000 |
VIVENDI SE INH. E... |
10.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DW879W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.65 |
| Break-even: |
9.14 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
4.88% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-5.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.810 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
+3.80% |
| 3 Months |
|
|
-2.38% |
| YTD |
|
|
-39.26% |
| 1 Year |
|
|
-49.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.820 |
| 1M High / 1M Low: |
0.980 |
0.790 |
| 6M High / 6M Low: |
1.910 |
0.760 |
| High (YTD): |
2024-01-03 |
1.330 |
| Low (YTD): |
2024-04-03 |
0.760 |
| 52W High: |
2023-06-12 |
2.410 |
| 52W Low: |
2024-04-03 |
0.760 |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.887 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.610 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
83.22% |
| Volatility 6M: |
|
78.51% |
| Volatility 1Y: |
|
65.26% |
| Volatility 3Y: |
|
- |
