DZ Bank Put 16 RAW 20.12.2024/  DE000DJ6N1Y6  /

EUWAX
2024-08-02  9:02:17 AM Chg.+0.070 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.710EUR +10.94% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 16.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-11-15
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -23.32
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -1.72
Time value: 0.76
Break-even: 15.24
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 24.59%
Delta: -0.27
Theta: 0.00
Omega: -6.26
Rho: -0.02
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.35%
1 Month
  -33.02%
3 Months
  -45.80%
YTD
  -37.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.590
1M High / 1M Low: 1.060 0.590
6M High / 6M Low: 1.550 0.590
High (YTD): 2024-03-22 1.550
Low (YTD): 2024-07-30 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   1.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.22%
Volatility 6M:   146.89%
Volatility 1Y:   -
Volatility 3Y:   -