DZ Bank Put 45 OMV 20.06.2025
/ DE000DJ2CZ21
DZ Bank Put 45 OMV 20.06.2025/ DE000DJ2CZ21 /
| 2024-04-26 8:06:47 AM |
Chg.-0.040 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-5.63% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
45.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ2CZ2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
0.17 |
| Time value: |
0.56 |
| Break-even: |
37.70 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-2.43 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.94% |
| 3 Months |
|
|
-33.00% |
| YTD |
|
|
-34.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.670 |
| 1M High / 1M Low: |
0.720 |
0.610 |
| 6M High / 6M Low: |
1.130 |
0.610 |
| High (YTD): |
2024-01-17 |
1.130 |
| Low (YTD): |
2024-04-09 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.33% |
| Volatility 6M: |
|
57.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
