DZ Bank Put 120 VOW 20.09.2024
/ DE000DJ23WY6
DZ Bank Put 120 VOW 20.09.2024/ DE000DJ23WY6 /
| 2024-04-29 8:12:56 AM |
Chg.- |
Bid8:01:08 AM |
Ask8:01:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
0.490
Bid Size: 7,500 |
-
Ask Size: - |
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: |
-23.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-1.93 |
| Time value: |
0.59 |
| Break-even: |
114.10 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.09 |
| Spread %: |
18.00% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-5.44 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
-51.02% |
| YTD |
|
|
-69.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.540 |
0.300 |
| 6M High / 6M Low: |
2.280 |
0.300 |
| High (YTD): |
2024-01-03 |
1.640 |
| Low (YTD): |
2024-04-09 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.78% |
| Volatility 6M: |
|
164.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
