DZ Bank Put 120 ADN1/D 20.12.2024
/ DE000DJ3SVH2
DZ Bank Put 120 ADN1/D 20.12.2024/ DE000DJ3SVH2 /
| 2024-07-30 8:09:53 AM |
Chg.-0.07 |
Bid11:27:33 AM |
Ask11:27:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
-2.24% |
3.06
Bid Size: 5,000 |
3.13
Ask Size: 5,000 |
ADESSO SE INH O.N. |
120.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3SVH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.36 |
| Parity: |
2.97 |
| Time value: |
0.29 |
| Break-even: |
87.40 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.21 |
| Spread %: |
6.89% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-2.00 |
| Rho: |
-0.38 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.79% |
| 1 Month |
|
|
-12.61% |
| 3 Months |
|
|
+27.08% |
| YTD |
|
|
+29.24% |
| 1 Year |
|
|
+11.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.12 |
| 1M High / 1M Low: |
3.95 |
2.90 |
| 6M High / 6M Low: |
3.95 |
2.02 |
| High (YTD): |
2024-07-03 |
3.95 |
| Low (YTD): |
2024-03-08 |
2.02 |
| 52W High: |
2023-10-26 |
3.96 |
| 52W Low: |
2024-03-08 |
2.02 |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.04% |
| Volatility 6M: |
|
92.97% |
| Volatility 1Y: |
|
81.50% |
| Volatility 3Y: |
|
- |
