DZ Bank Put 16 SFQ 20.12.2024
/ DE000DJ7RTK3
DZ Bank Put 16 SFQ 20.12.2024/ DE000DJ7RTK3 /
| 7/30/2024 11:35:10 AM |
Chg.+0.040 |
Bid11:48:34 AM |
Ask11:48:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+7.14% |
0.590
Bid Size: 12,500 |
0.650
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ7RTK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
-2.56 |
| Time value: |
0.75 |
| Break-even: |
15.25 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.18 |
| Spread %: |
31.58% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-5.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.580 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
-18.92% |
| 3 Months |
|
|
-46.43% |
| YTD |
|
|
-78.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.510 |
| 1M High / 1M Low: |
0.900 |
0.470 |
| 6M High / 6M Low: |
2.670 |
0.470 |
| High (YTD): |
1/3/2024 |
3.150 |
| Low (YTD): |
7/16/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.38% |
| Volatility 6M: |
|
166.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
