DZ Bank Put 136 AMZN 20.09.2024
/ DE000DJ37SL1
DZ Bank Put 136 AMZN 20.09.2024/ DE000DJ37SL1 /
30/07/2024 09:34:59 |
Chg.+0.002 |
Bid09:37:42 |
Ask09:37:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
+4.26% |
0.048 Bid Size: 5,000 |
0.088 Ask Size: 5,000 |
Amazon.com Inc |
136.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
DJ37SL |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
136.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
18/07/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-221.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.25 |
Parity: |
-4.28 |
Time value: |
0.08 |
Break-even: |
124.55 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
3.89 |
Spread abs.: |
0.02 |
Spread %: |
35.71% |
Delta: |
-0.05 |
Theta: |
-0.03 |
Omega: |
-11.34 |
Rho: |
-0.01 |
Quote data
Open: |
0.049 |
High: |
0.049 |
Low: |
0.049 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.95% |
1 Month |
|
|
+22.50% |
3 Months |
|
|
-72.78% |
YTD |
|
|
-93.00% |
1 Year |
|
|
-96.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.038 |
1M High / 1M Low: |
0.060 |
0.028 |
6M High / 6M Low: |
0.570 |
0.028 |
High (YTD): |
05/01/2024 |
0.880 |
Low (YTD): |
09/07/2024 |
0.028 |
52W High: |
26/10/2023 |
2.200 |
52W Low: |
09/07/2024 |
0.028 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.155 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.690 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
312.74% |
Volatility 6M: |
|
214.44% |
Volatility 1Y: |
|
170.78% |
Volatility 3Y: |
|
- |