DZ Bank Put 2.5 AT1 20.12.2024
/ DE000DJ7N8Y0
DZ Bank Put 2.5 AT1 20.12.2024/ DE000DJ7N8Y0 /
16/08/2024 08:27:31 |
Chg.-0.020 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
2.50 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DJ7N8Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.69 |
Historic volatility: |
0.63 |
Parity: |
0.42 |
Time value: |
0.17 |
Break-even: |
1.91 |
Moneyness: |
1.20 |
Premium: |
0.08 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.09 |
Spread %: |
18.00% |
Delta: |
-0.59 |
Theta: |
0.00 |
Omega: |
-2.07 |
Rho: |
-0.01 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.03% |
1 Month |
|
|
+2.04% |
3 Months |
|
|
0.00% |
YTD |
|
|
-5.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.520 |
1M High / 1M Low: |
0.640 |
0.490 |
6M High / 6M Low: |
0.950 |
0.430 |
High (YTD): |
05/03/2024 |
0.950 |
Low (YTD): |
12/07/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.567 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.667 |
Avg. volume 6M: |
|
19.685 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.28% |
Volatility 6M: |
|
95.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |