DZ Bank Put 240 V 20.12.2024
/ DE000DJ4EPJ8
DZ Bank Put 240 V 20.12.2024/ DE000DJ4EPJ8 /
| 2024-05-23 9:04:30 PM |
Chg.+0.040 |
Bid9:10:05 PM |
Ask9:10:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+12.50% |
0.350
Bid Size: 20,000 |
0.370
Ask Size: 20,000 |
Visa Inc |
240.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4EPJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
-3.29 |
| Time value: |
0.36 |
| Break-even: |
218.11 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-10.62 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.330 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
-64.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.540 |
0.290 |
| 6M High / 6M Low: |
1.220 |
0.290 |
| High (YTD): |
2024-01-03 |
1.080 |
| Low (YTD): |
2024-05-17 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.20% |
| Volatility 6M: |
|
89.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
