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DZ Bank Put 16 1U1 20.12.2024/  DE000DJ2FWD8  /

Frankfurt Zert./DZB
2024-10-10  3:35:00 PM Chg.0.000 Bid4:01:05 PM Ask4:01:05 PM Underlying Strike price Expiration date Option type
2.730EUR 0.00% 2.830
Bid Size: 12,500		 2.890
Ask Size: 12,500		 1+1 AG INH O.N. 16.00 - 2024-12-20 Put
 

Master data

WKN: DJ2FWD
Issuer: DZ Bank AG
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-09-15
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.74
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 2.24
Implied volatility: 0.62
Historic volatility: 0.29
Parity: 2.24
Time value: 0.66
Break-even: 13.10
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.27
Spread abs.: 0.18
Spread %: 6.62%
Delta: -0.65
Theta: -0.01
Omega: -3.10
Rho: -0.02
 

Quote data

Open: 2.790
High: 2.830
Low: 2.730
Previous Close: 2.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -15.48%
3 Months  
+61.54%
YTD  
+58.72%
1 Year  
+20.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.120 2.730
1M High / 1M Low: 3.380 2.730
6M High / 6M Low: 3.950 1.060
High (YTD): 2024-08-12 3.950
Low (YTD): 2024-06-05 1.060
52W High: 2024-08-12 3.950
52W Low: 2024-06-05 1.060
Avg. price 1W:   2.876
Avg. volume 1W:   0.000
Avg. price 1M:   3.036
Avg. volume 1M:   0.000
Avg. price 6M:   2.216
Avg. volume 6M:   0.000
Avg. price 1Y:   2.089
Avg. volume 1Y:   0.000
Volatility 1M:   75.38%
Volatility 6M:   120.62%
Volatility 1Y:   102.87%
Volatility 3Y:   -