DZ Bank Put 14 TEG 20.09.2024
/ DE000DJ71292
DZ Bank Put 14 TEG 20.09.2024/ DE000DJ71292 /
09/08/2024 18:34:57 |
Chg.-0.110 |
Bid18:57:39 |
Ask18:57:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-13.58% |
0.700 Bid Size: 7,000 |
0.750 Ask Size: 7,000 |
TAG IMMOBILIEN AG |
14.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ7129 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
29/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-15.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.47 |
Historic volatility: |
0.36 |
Parity: |
0.05 |
Time value: |
0.84 |
Break-even: |
13.11 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.06 |
Spread %: |
7.23% |
Delta: |
-0.47 |
Theta: |
-0.01 |
Omega: |
-7.31 |
Rho: |
-0.01 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.690 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.26% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-54.55% |
YTD |
|
|
-70.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.780 |
1M High / 1M Low: |
1.000 |
0.560 |
6M High / 6M Low: |
3.550 |
0.560 |
High (YTD): |
05/03/2024 |
3.550 |
Low (YTD): |
12/07/2024 |
0.560 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.790 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.866 |
Avg. volume 6M: |
|
62.992 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.37% |
Volatility 6M: |
|
128.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |