DZ Bank Put 3.5 BVB 20.12.2024
/ DE000DJ7EPP8
DZ Bank Put 3.5 BVB 20.12.2024/ DE000DJ7EPP8 /
| 7/3/2024 5:06:01 PM |
Chg.0.000 |
Bid6:04:03 PM |
Ask6:04:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.260
Bid Size: 5,250 |
0.340
Ask Size: 5,250 |
BORUSSIA DORTMUND |
3.50 - |
12/20/2024 |
Put |
Master data
| WKN: |
DJ7EPP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
-0.14 |
| Time value: |
0.35 |
| Break-even: |
3.15 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.09 |
| Spread %: |
34.62% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-3.83 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.350 |
0.230 |
| 6M High / 6M Low: |
0.480 |
0.150 |
| High (YTD): |
2/28/2024 |
0.480 |
| Low (YTD): |
5/29/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.29% |
| Volatility 6M: |
|
119.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
