DZ Bank Put 40 OMV 20.06.2025
/ DE000DQ39JH9
DZ Bank Put 40 OMV 20.06.2025/ DE000DQ39JH9 /
| 24/01/2025 21:42:35 |
Chg.+0.010 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
0.380
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
OMV AG |
40.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
DQ39JH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
07/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.08 |
| Time value: |
0.33 |
| Break-even: |
35.90 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-4.46 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
-28.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.370 |
| 1M High / 1M Low: |
0.530 |
0.370 |
| 6M High / 6M Low: |
0.610 |
0.370 |
| High (YTD): |
02/01/2025 |
0.440 |
| Low (YTD): |
23/01/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.55% |
| Volatility 6M: |
|
87.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |