DZ Bank Put 20 1U1 20.12.2024
/ DE000DJ8RYJ3
DZ Bank Put 20 1U1 20.12.2024/ DE000DJ8RYJ3 /
| 7/31/2024 9:35:11 PM |
Chg.+0.260 |
Bid8:15:58 AM |
Ask8:15:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
+5.09% |
5.390
Bid Size: 4,375 |
5.640
Ask Size: 4,375 |
1+1 AG INH O.N. |
20.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DJ8RYJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/23/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.32 |
| Parity: |
4.86 |
| Time value: |
0.56 |
| Break-even: |
14.58 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.30 |
| Spread %: |
5.86% |
| Delta: |
-0.71 |
| Theta: |
-0.01 |
| Omega: |
-1.98 |
| Rho: |
-0.06 |
Quote data
| Open: |
5.070 |
| High: |
5.370 |
| Low: |
5.040 |
| Previous Close: |
5.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.49% |
| 1 Month |
|
|
+20.67% |
| 3 Months |
|
|
+21.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.370 |
4.860 |
| 1M High / 1M Low: |
5.370 |
4.370 |
| 6M High / 6M Low: |
5.370 |
3.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.66% |
| Volatility 6M: |
|
66.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
