DZ Bank Put 15 1U1 20.12.2024
/ DE000DJ2FWC0
DZ Bank Put 15 1U1 20.12.2024/ DE000DJ2FWC0 /
| 11/10/2024 18:09:53 |
Chg.-0.02 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-0.95% |
-
Bid Size: - |
-
Ask Size: - |
1+1 AG INH O.N. |
15.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DJ2FWC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.29 |
| Parity: |
1.30 |
| Time value: |
1.01 |
| Break-even: |
12.69 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.18 |
| Spread %: |
8.45% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-3.32 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.13 |
| High: |
2.18 |
| Low: |
2.05 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.24% |
| 1 Month |
|
|
-18.04% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+52.55% |
| 1 Year |
|
|
+21.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.97 |
| 1M High / 1M Low: |
2.62 |
1.97 |
| 6M High / 6M Low: |
3.14 |
0.75 |
| High (YTD): |
12/08/2024 |
3.14 |
| Low (YTD): |
05/06/2024 |
0.75 |
| 52W High: |
12/08/2024 |
3.14 |
| 52W Low: |
05/06/2024 |
0.75 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
91.85% |
| Volatility 6M: |
|
100.59% |
| Volatility 1Y: |
|
92.57% |
| Volatility 3Y: |
|
- |
