DZ Bank Put 15 RAW 20.12.2024
/ DE000DJ39EU8
DZ Bank Put 15 RAW 20.12.2024/ DE000DJ39EU8 /
10/18/2024 8:11:01 AM |
Chg.+0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+17.65% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ39EU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-61.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.30 |
Parity: |
-3.50 |
Time value: |
0.30 |
Break-even: |
14.70 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
1.95 |
Spread abs.: |
0.15 |
Spread %: |
100.00% |
Delta: |
-0.13 |
Theta: |
-0.01 |
Omega: |
-8.31 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-45.95% |
3 Months |
|
|
-64.29% |
YTD |
|
|
-75.61% |
1 Year |
|
|
-92.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.370 |
0.160 |
6M High / 6M Low: |
1.090 |
0.160 |
High (YTD): |
3/27/2024 |
1.140 |
Low (YTD): |
10/14/2024 |
0.160 |
52W High: |
10/26/2023 |
2.800 |
52W Low: |
10/14/2024 |
0.160 |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.867 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
205.53% |
Volatility 6M: |
|
226.10% |
Volatility 1Y: |
|
209.73% |
Volatility 3Y: |
|
- |