DZ Bank Put 45 OMV 21.06.2024
/ DE000DJ2CZ05
DZ Bank Put 45 OMV 21.06.2024/ DE000DJ2CZ05 /
| 5/17/2024 9:34:53 PM |
Chg.-0.020 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.160
Bid Size: 5,000 |
0.190
Ask Size: 5,000 |
OMV AG |
45.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/12/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.25 |
| Parity: |
-0.18 |
| Time value: |
0.21 |
| Break-even: |
42.90 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.03 |
| Spread %: |
16.67% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-8.14 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.150 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-57.89% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-79.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.150 |
| 1M High / 1M Low: |
0.410 |
0.150 |
| 6M High / 6M Low: |
0.890 |
0.150 |
| High (YTD): |
1/17/2024 |
0.890 |
| Low (YTD): |
5/15/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.34% |
| Volatility 6M: |
|
106.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
