DZ Bank Put 80 OEWA 21.06.2024
/ DE000DJ44QD8
DZ Bank Put 80 OEWA 21.06.2024/ DE000DJ44QD8 /
| 2024-04-26 9:34:44 PM |
Chg.+0.070 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+6.19% |
1.200
Bid Size: 5,000 |
1.290
Ask Size: 5,000 |
VERBUND AG INH... |
80.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ44QD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
1.02 |
| Time value: |
0.28 |
| Break-even: |
67.10 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
7.50% |
| Delta: |
-0.67 |
| Theta: |
-0.05 |
| Omega: |
-3.61 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.150 |
| High: |
1.250 |
| Low: |
1.150 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.69% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+31.87% |
| YTD |
|
|
+144.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.130 |
| 1M High / 1M Low: |
1.640 |
1.100 |
| 6M High / 6M Low: |
1.850 |
0.370 |
| High (YTD): |
2024-02-14 |
1.850 |
| Low (YTD): |
2024-01-10 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.968 |
| Avg. volume 6M: |
|
144 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.97% |
| Volatility 6M: |
|
139.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
