DZ Bank Put 78 OEWA 21.06.2024
/ DE000DJ4H459
DZ Bank Put 78 OEWA 21.06.2024/ DE000DJ4H459 /
| 2024-04-26 9:34:39 PM |
Chg.+0.070 |
Bid9:59:46 PM |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+7.29% |
1.030
Bid Size: 5,000 |
-
Ask Size: - |
VERBUND AG INH... |
78.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4H45 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.27 |
| Parity: |
0.82 |
| Time value: |
0.25 |
| Break-even: |
67.40 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-4.35 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.980 |
| High: |
1.070 |
| Low: |
0.980 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.98% |
| 1 Month |
|
|
-14.17% |
| 3 Months |
|
|
+32.05% |
| YTD |
|
|
+151.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.960 |
| 1M High / 1M Low: |
1.450 |
0.930 |
| 6M High / 6M Low: |
1.660 |
0.320 |
| High (YTD): |
2024-02-14 |
1.660 |
| Low (YTD): |
2024-01-10 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.32% |
| Volatility 6M: |
|
147.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
