DZ Bank Put 136 AMZN 20.09.2024
/ DE000DJ37SL1
DZ Bank Put 136 AMZN 20.09.2024/ DE000DJ37SL1 /
14/08/2024 10:01:15 |
Chg.-0.019 |
Bid21:36:02 |
Ask21:36:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
-35.19% |
0.030 Bid Size: 20,000 |
0.050 Ask Size: 20,000 |
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: |
-281.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.25 |
Parity: |
-3.11 |
Time value: |
0.06 |
Break-even: |
123.13 |
Moneyness: |
0.80 |
Premium: |
0.20 |
Premium p.a.: |
5.28 |
Spread abs.: |
0.02 |
Spread %: |
57.14% |
Delta: |
-0.05 |
Theta: |
-0.03 |
Omega: |
-15.06 |
Rho: |
-0.01 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.035 |
Previous Close: |
0.054 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-70.83% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-56.25% |
YTD |
|
|
-94.93% |
1 Year |
|
|
-97.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.054 |
1M High / 1M Low: |
0.240 |
0.032 |
6M High / 6M Low: |
0.340 |
0.027 |
High (YTD): |
05/01/2024 |
0.880 |
Low (YTD): |
08/07/2024 |
0.027 |
52W High: |
26/10/2023 |
2.260 |
52W Low: |
08/07/2024 |
0.027 |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.133 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.637 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
916.38% |
Volatility 6M: |
|
406.02% |
Volatility 1Y: |
|
297.43% |
Volatility 3Y: |
|
- |