DZ Bank Put 27000 Nikkei 225 Stock Average Index 06.09.2024
/ DE000DJ22EH1
DZ Bank Put 27000 Nikkei 225 Stoc.../ DE000DJ22EH1 /
01/08/2024 08:07:13 |
Chg.0.000 |
Bid01/08/2024 |
Ask01/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 20,000 |
0.080 Ask Size: 20,000 |
- |
27,000.00 JPY |
06/09/2024 |
Put |
Master data
WKN: |
DJ22EH |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
27,000.00 JPY |
Maturity: |
06/09/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
05/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7,980,657.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
450,894.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
27.51 |
Parity: |
-185,905.51 |
Time value: |
0.08 |
Break-even: |
4,525,470.06 |
Moneyness: |
0.71 |
Premium: |
0.29 |
Premium p.a.: |
11.44 |
Spread abs.: |
0.08 |
Spread %: |
7,900.00% |
Delta: |
0.00 |
Theta: |
-0.23 |
Omega: |
-57.87 |
Rho: |
-0.05 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-98.75% |
YTD |
|
|
-99.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.001 |
0.001 |
6M High / 6M Low: |
0.260 |
0.001 |
High (YTD): |
03/01/2024 |
0.460 |
Low (YTD): |
31/07/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.069 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
256.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |