DZ Bank Put 72 OEWA 20.12.2024/  DE000DJ4AAE9  /

EUWAX
2024-04-29  8:16:28 AM Chg.- Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.830EUR - -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 72.00 - 2024-12-20 Put
 

Master data

WKN: DJ4AAE
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 72.00 -
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-04-29
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.38
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.27
Parity: -0.30
Time value: 0.80
Break-even: 64.00
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.36
Theta: -0.02
Omega: -3.38
Rho: -0.21
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.820
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.06%
3 Months
  -37.12%
YTD  
+84.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.930 0.790
6M High / 6M Low: 1.320 0.340
High (YTD): 2024-02-15 1.320
Low (YTD): 2024-01-10 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.838
Avg. volume 1M:   0.000
Avg. price 6M:   0.765
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.96%
Volatility 6M:   127.68%
Volatility 1Y:   -
Volatility 3Y:   -