DZ Bank Put 2 AT1 20.09.2024
/ DE000DJ20N64
DZ Bank Put 2 AT1 20.09.2024/ DE000DJ20N64 /
7/26/2024 8:22:46 AM |
Chg.+0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+18.75% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
2.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/9/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.62 |
Parity: |
-0.08 |
Time value: |
0.23 |
Break-even: |
1.77 |
Moneyness: |
0.96 |
Premium: |
0.15 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.09 |
Spread %: |
64.29% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-3.45 |
Rho: |
0.00 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+90.00% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-42.42% |
YTD |
|
|
-26.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.110 |
1M High / 1M Low: |
0.220 |
0.080 |
6M High / 6M Low: |
0.510 |
0.080 |
High (YTD): |
3/5/2024 |
0.510 |
Low (YTD): |
7/15/2024 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.148 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.288 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.68% |
Volatility 6M: |
|
163.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |