DZ Bank Put 150 VOW 21.06.2024
/ DE000DJ374B4
DZ Bank Put 150 VOW 21.06.2024/ DE000DJ374B4 /
| 2024-05-02 3:35:27 PM |
Chg.+0.100 |
Bid3:46:28 PM |
Ask3:46:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+4.12% |
2.550
Bid Size: 30,000 |
2.600
Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
150.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ374B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.25 |
| Parity: |
1.72 |
| Time value: |
0.88 |
| Break-even: |
124.00 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.15 |
| Spread %: |
6.12% |
| Delta: |
-0.60 |
| Theta: |
-0.14 |
| Omega: |
-3.05 |
| Rho: |
-0.14 |
Quote data
| Open: |
2.480 |
| High: |
2.610 |
| Low: |
2.460 |
| Previous Close: |
2.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.48% |
| 1 Month |
|
|
+61.15% |
| 3 Months |
|
|
+2.02% |
| YTD |
|
|
-33.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
1.870 |
| 1M High / 1M Low: |
2.430 |
1.230 |
| 6M High / 6M Low: |
4.020 |
1.230 |
| High (YTD): |
2024-01-03 |
3.990 |
| Low (YTD): |
2024-04-08 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.92% |
| Volatility 6M: |
|
114.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
