DZ Bank Put 2 AT1 20.09.2024
/ DE000DJ20N64
DZ Bank Put 2 AT1 20.09.2024/ DE000DJ20N64 /
| 27/06/2024 08:23:04 |
Chg.-0.010 |
Bid14:32:38 |
Ask14:32:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.230
Bid Size: 20,000 |
0.260
Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
2.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ20N6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.62 |
| Parity: |
-0.08 |
| Time value: |
0.32 |
| Break-even: |
1.68 |
| Moneyness: |
0.96 |
| Premium: |
0.19 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.09 |
| Spread %: |
39.13% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-2.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-41.46% |
| YTD |
|
|
-7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.250 |
0.150 |
| 6M High / 6M Low: |
0.510 |
0.150 |
| High (YTD): |
05/03/2024 |
0.510 |
| Low (YTD): |
06/06/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.35% |
| Volatility 6M: |
|
134.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
