DZ Bank Put 220 MSF 17.01.2025
/ DE000DJ0BKJ3
DZ Bank Put 220 MSF 17.01.2025/ DE000DJ0BKJ3 /
| 18/07/2024 14:35:24 |
Chg.+0.003 |
Bid21:59:10 |
Ask18/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+8.82% |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
220.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
DJ0BKJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
10/03/2023 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-576.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-17.19 |
| Time value: |
0.07 |
| Break-even: |
219.32 |
| Moneyness: |
0.56 |
| Premium: |
0.44 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.03 |
| Spread %: |
100.00% |
| Delta: |
-0.02 |
| Theta: |
-0.01 |
| Omega: |
-8.68 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.037 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
-66.36% |
| YTD |
|
|
-84.58% |
| 1 Year |
|
|
-93.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.037 |
0.026 |
| 6M High / 6M Low: |
0.150 |
0.026 |
| High (YTD): |
05/01/2024 |
0.280 |
| Low (YTD): |
05/07/2024 |
0.026 |
| 52W High: |
18/08/2023 |
0.800 |
| 52W Low: |
05/07/2024 |
0.026 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.282 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
113.60% |
| Volatility 6M: |
|
153.02% |
| Volatility 1Y: |
|
128.24% |
| Volatility 3Y: |
|
- |
