DZ Bank Put 13 TEG 20.09.2024
/ DE000DJ6UP27
DZ Bank Put 13 TEG 20.09.2024/ DE000DJ6UP27 /
26/07/2024 15:34:47 |
Chg.-0.080 |
Bid15:55:08 |
Ask15:55:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-13.79% |
0.500 Bid Size: 20,000 |
0.520 Ask Size: 20,000 |
TAG IMMOBILIEN AG |
13.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ6UP2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
21/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.36 |
Parity: |
-0.93 |
Time value: |
0.64 |
Break-even: |
12.36 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.06 |
Spread %: |
10.34% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-6.92 |
Rho: |
-0.01 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.500 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.66% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-65.52% |
YTD |
|
|
-72.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.460 |
1M High / 1M Low: |
1.000 |
0.320 |
6M High / 6M Low: |
2.760 |
0.320 |
High (YTD): |
05/03/2024 |
2.760 |
Low (YTD): |
15/07/2024 |
0.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.506 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.571 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.482 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.15% |
Volatility 6M: |
|
137.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |