DZ Bank Put 27000 Nikkei 225 Stoc.../  DE000DJ22EH1  /

EUWAX
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:   -