DZ Bank Put 145 BEI 20.09.2024
/ DE000DJ8EF27
DZ Bank Put 145 BEI 20.09.2024/ DE000DJ8EF27 /
| 7/17/2024 12:04:27 PM |
Chg.-0.030 |
Bid12:16:41 PM |
Ask12:16:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-3.00% |
0.960
Bid Size: 40,000 |
0.970
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
145.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ8EF2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.92 |
| Time value: |
0.13 |
| Break-even: |
134.60 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
4.00% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-9.36 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.990 |
| High: |
1.000 |
| Low: |
0.950 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.87% |
| 1 Month |
|
|
+120.45% |
| 3 Months |
|
|
-24.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.830 |
| 1M High / 1M Low: |
1.020 |
0.440 |
| 6M High / 6M Low: |
1.710 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.56% |
| Volatility 6M: |
|
169.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
