DZ Bank Put 30 VVD 20.12.2024
/ DE000DJ39760
DZ Bank Put 30 VVD 20.12.2024/ DE000DJ39760 /
| 2024-05-23 9:51:52 AM |
Chg.+0.020 |
Bid5:35:06 PM |
Ask5:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.140
Bid Size: 35,000 |
0.170
Ask Size: 35,000 |
VEOLIA ENVIRONNE. EO... |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3976 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.07 |
| Time value: |
0.16 |
| Break-even: |
28.40 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-7.08 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-51.61% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.310 |
0.130 |
| 6M High / 6M Low: |
0.410 |
0.130 |
| High (YTD): |
2024-04-17 |
0.410 |
| Low (YTD): |
2024-05-22 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.32% |
| Volatility 6M: |
|
95.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
