DZ Bank Put 10 SZU 20.06.2025
/ DE000DJ37V24
DZ Bank Put 10 SZU 20.06.2025/ DE000DJ37V24 /
09/09/2024 08:08:59 |
Chg.-0.010 |
Bid09:02:01 |
Ask09:02:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-3.13% |
0.330 Bid Size: 25,000 |
0.350 Ask Size: 25,000 |
SUEDZUCKER AG O.N. |
10.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ37V2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
19/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-32.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
-2.17 |
Time value: |
0.38 |
Break-even: |
9.62 |
Moneyness: |
0.82 |
Premium: |
0.21 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-5.66 |
Rho: |
-0.02 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.82% |
1 Month |
|
|
-18.42% |
3 Months |
|
|
+29.17% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-45.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.320 |
1M High / 1M Low: |
0.410 |
0.320 |
6M High / 6M Low: |
0.660 |
0.240 |
High (YTD): |
16/01/2024 |
0.710 |
Low (YTD): |
03/07/2024 |
0.240 |
52W High: |
09/10/2023 |
0.720 |
52W Low: |
03/07/2024 |
0.240 |
Avg. price 1W: |
|
0.332 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.363 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.371 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.497 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
55.77% |
Volatility 6M: |
|
98.95% |
Volatility 1Y: |
|
84.78% |
Volatility 3Y: |
|
- |