DZ Bank Put 30250 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ69TQ1
DZ Bank Put 30250 Nikkei 225 Stoc.../ DE000DJ69TQ1 /
10/10/2024 21:35:02 |
Chg.0.000 |
Bid21:55:02 |
Ask21:55:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
0.00% |
0.100 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
- |
30,250.00 JPY |
06/12/2024 |
Put |
Master data
WKN: |
DJ69TQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30,250.00 JPY |
Maturity: |
06/12/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
05/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5,334,273.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
490,471.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
41.53 |
Parity: |
-147,128.63 |
Time value: |
0.12 |
Break-even: |
4,929,840.23 |
Moneyness: |
0.77 |
Premium: |
0.23 |
Premium p.a.: |
2.76 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.00 |
Theta: |
-0.20 |
Omega: |
-71.57 |
Rho: |
-0.14 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-76.74% |
3 Months |
|
|
+53.85% |
YTD |
|
|
-92.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.090 |
1M High / 1M Low: |
0.450 |
0.090 |
6M High / 6M Low: |
0.660 |
0.065 |
High (YTD): |
02/01/2024 |
1.320 |
Low (YTD): |
10/07/2024 |
0.065 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.265 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
276.48% |
Volatility 6M: |
|
289.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |