DZ Bank Put 180 VOW 21.06.2024
/ DE000DJ0BFE4
DZ Bank Put 180 VOW 21.06.2024/ DE000DJ0BFE4 /
| 2024-05-27 8:11:57 AM |
Chg.-0.24 |
Bid7:37:20 PM |
Ask7:37:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.89EUR |
-4.68% |
4.73
Bid Size: 10,500 |
-
Ask Size: - |
VOLKSWAGEN AG ST O.N... |
180.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ0BFE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.25 |
| Parity: |
4.06 |
| Time value: |
1.05 |
| Break-even: |
128.90 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.19 |
| Spread %: |
3.86% |
| Delta: |
-0.65 |
| Theta: |
-0.42 |
| Omega: |
-1.78 |
| Rho: |
-0.10 |
Quote data
| Open: |
4.89 |
| High: |
4.89 |
| Low: |
4.89 |
| Previous Close: |
5.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
-2.98% |
| 3 Months |
|
|
+7.95% |
| YTD |
|
|
-28.09% |
| 1 Year |
|
|
+15.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.21 |
4.96 |
| 1M High / 1M Low: |
5.55 |
4.61 |
| 6M High / 6M Low: |
6.96 |
3.86 |
| High (YTD): |
2024-01-03 |
6.96 |
| Low (YTD): |
2024-04-05 |
3.86 |
| 52W High: |
2023-10-27 |
7.83 |
| 52W Low: |
2023-06-14 |
3.17 |
| Avg. price 1W: |
|
5.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
73.04% |
| Volatility 6M: |
|
68.04% |
| Volatility 1Y: |
|
61.69% |
| Volatility 3Y: |
|
- |
