DZ Bank Put 40 OMV 20.06.2025
/ DE000DJ4FRB8
DZ Bank Put 40 OMV 20.06.2025/ DE000DJ4FRB8 /
| 2024-05-23 9:34:55 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-3.57% |
0.270
Bid Size: 5,000 |
0.300
Ask Size: 5,000 |
OMV AG |
40.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ4FRB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.66 |
| Time value: |
0.32 |
| Break-even: |
36.80 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-3.55 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-32.50% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-61.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.420 |
0.270 |
| 6M High / 6M Low: |
0.770 |
0.270 |
| High (YTD): |
2024-01-17 |
0.770 |
| Low (YTD): |
2024-05-21 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.68% |
| Volatility 6M: |
|
60.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
