DZ Bank Put 20 VVD 20.06.2025
/ DE000DJ39778
DZ Bank Put 20 VVD 20.06.2025/ DE000DJ39778 /
| 2024-06-06 10:35:01 AM |
Chg.+0.007 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+28.00% |
0.032
Bid Size: 100,000 |
0.042
Ask Size: 100,000 |
VEOLIA ENVIRONNE. EO... |
20.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ3977 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-57.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-1.11 |
| Time value: |
0.05 |
| Break-even: |
19.46 |
| Moneyness: |
0.64 |
| Premium: |
0.37 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
125.00% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-4.64 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.032 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.00% |
| 1 Month |
|
|
-21.95% |
| 3 Months |
|
|
-43.86% |
| YTD |
|
|
-68.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.025 |
| 1M High / 1M Low: |
0.041 |
0.023 |
| 6M High / 6M Low: |
0.100 |
0.023 |
| High (YTD): |
2024-01-17 |
0.090 |
| Low (YTD): |
2024-05-28 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.11% |
| Volatility 6M: |
|
96.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
