DZ Bank Put 25 VVD 20.12.2024
/ DE000DJ39752
DZ Bank Put 25 VVD 20.12.2024/ DE000DJ39752 /
| 2024-05-02 6:04:27 PM |
Chg.-0.008 |
Bid6:14:41 PM |
Ask6:14:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-10.00% |
0.073
Bid Size: 35,000 |
0.098
Ask Size: 35,000 |
VEOLIA ENVIRONNE. EO... |
25.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3975 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-0.42 |
| Time value: |
0.11 |
| Break-even: |
23.90 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-5.65 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.079 |
| High: |
0.084 |
| Low: |
0.072 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
-48.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.070 |
| 1M High / 1M Low: |
0.120 |
0.070 |
| 6M High / 6M Low: |
0.220 |
0.067 |
| High (YTD): |
2024-01-02 |
0.150 |
| Low (YTD): |
2024-03-27 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.01% |
| Volatility 6M: |
|
126.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
