DZ Bank Put 140 VOW 21.06.2024
/ DE000DJ374A6
DZ Bank Put 140 VOW 21.06.2024/ DE000DJ374A6 /
| 23/05/2024 08:09:50 |
Chg.-0.11 |
Bid20:38:23 |
Ask20:38:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-9.40% |
1.09
Bid Size: 7,500 |
1.20
Ask Size: 7,500 |
VOLKSWAGEN AG ST O.N... |
140.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
DJ374A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.25 |
| Parity: |
0.23 |
| Time value: |
0.99 |
| Break-even: |
127.80 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.12 |
| Spread %: |
10.91% |
| Delta: |
-0.49 |
| Theta: |
-0.18 |
| Omega: |
-5.49 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.71% |
| 1 Month |
|
|
-6.19% |
| 3 Months |
|
|
-5.36% |
| YTD |
|
|
-63.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.85 |
| 1M High / 1M Low: |
1.55 |
0.78 |
| 6M High / 6M Low: |
3.06 |
0.62 |
| High (YTD): |
03/01/2024 |
3.06 |
| Low (YTD): |
05/04/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.21% |
| Volatility 6M: |
|
170.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
