DZ Bank Put 16 RAW 20.12.2024
/ DE000DJ6N1Y6
DZ Bank Put 16 RAW 20.12.2024/ DE000DJ6N1Y6 /
| 8/5/2024 6:04:30 PM |
Chg.+0.230 |
Bid6:07:07 PM |
Ask6:07:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+24.73% |
1.150
Bid Size: 17,500 |
1.280
Ask Size: 17,500 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ6N1Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.62 |
| Time value: |
1.08 |
| Break-even: |
14.92 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
16.13% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-5.64 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.270 |
| High: |
1.350 |
| Low: |
1.150 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.76% |
| 1 Month |
|
|
+23.40% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+1.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.610 |
| 1M High / 1M Low: |
0.960 |
0.610 |
| 6M High / 6M Low: |
1.510 |
0.610 |
| High (YTD): |
6/14/2024 |
1.510 |
| Low (YTD): |
7/30/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.82% |
| Volatility 6M: |
|
179.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
