DZ Bank Put 10 VVU 20.12.2024
/ DE000DW879W1
DZ Bank Put 10 VVU 20.12.2024/ DE000DW879W1 /
| 2024-05-03 9:08:04 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-2.17% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.900 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+8.43% |
| YTD |
|
|
-34.31% |
| 1 Year |
|
|
-46.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.900 |
| 1M High / 1M Low: |
1.000 |
0.750 |
| 6M High / 6M Low: |
1.910 |
0.750 |
| High (YTD): |
2024-01-04 |
1.320 |
| Low (YTD): |
2024-04-04 |
0.750 |
| 52W High: |
2023-06-12 |
2.420 |
| 52W Low: |
2024-04-04 |
0.750 |
| Avg. price 1W: |
|
0.933 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.614 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
87.75% |
| Volatility 6M: |
|
76.96% |
| Volatility 1Y: |
|
64.41% |
| Volatility 3Y: |
|
- |
