DZ Bank Put 45 OMV 21.06.2024
/ DE000DJ2CZ05
DZ Bank Put 45 OMV 21.06.2024/ DE000DJ2CZ05 /
2024-05-31 9:35:11 PM |
Chg.-0.040 |
Bid9:58:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-17.39% |
0.190 Bid Size: 5,000 |
- Ask Size: - |
OMV AG |
45.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
DJ2CZ0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-12 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.25 |
Parity: |
-0.12 |
Time value: |
0.19 |
Break-even: |
43.10 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
2.32 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.39 |
Theta: |
-0.06 |
Omega: |
-9.48 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.270 |
Low: |
0.190 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
-40.63% |
3 Months |
|
|
-69.35% |
YTD |
|
|
-75.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.150 |
1M High / 1M Low: |
0.350 |
0.130 |
6M High / 6M Low: |
0.890 |
0.130 |
High (YTD): |
2024-01-17 |
0.890 |
Low (YTD): |
2024-05-21 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
30.273 |
Avg. price 6M: |
|
0.557 |
Avg. volume 6M: |
|
5.328 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.15% |
Volatility 6M: |
|
134.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |