DZ Bank Put 120 VOW 20.09.2024
/ DE000DJ23WY6
DZ Bank Put 120 VOW 20.09.2024/ DE000DJ23WY6 /
| 2024-05-31 9:34:55 PM |
Chg.0.000 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.280
Bid Size: 3,000 |
0.370
Ask Size: 3,000 |
VOLKSWAGEN AG ST O.N... |
120.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23WY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-1.11 |
| Time value: |
0.37 |
| Break-even: |
116.30 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.09 |
| Spread %: |
32.14% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-8.93 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.290 |
| High: |
0.330 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-52.46% |
| 3 Months |
|
|
-57.97% |
| YTD |
|
|
-81.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.220 |
| 1M High / 1M Low: |
0.650 |
0.220 |
| 6M High / 6M Low: |
1.650 |
0.220 |
| High (YTD): |
2024-01-03 |
1.650 |
| Low (YTD): |
2024-05-28 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
13.200 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
3 |
| Avg. price 6M: |
|
0.786 |
| Avg. volume 6M: |
|
.528 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.16% |
| Volatility 6M: |
|
166.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
