DZ Bank Put 30500 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ69TR9
DZ Bank Put 30500 Nikkei 225 Stoc.../ DE000DJ69TR9 /
06/09/2024 21:34:54 |
Chg.+0.140 |
Bid21:55:02 |
Ask21:55:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+32.56% |
0.580 Bid Size: 10,000 |
0.600 Ask Size: 10,000 |
- |
30,500.00 JPY |
06/12/2024 |
Put |
Master data
WKN: |
DJ69TR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30,500.00 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: |
-929,183.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
480,521.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
32.30 |
Parity: |
-72,773.44 |
Time value: |
0.60 |
Break-even: |
4,847,357.67 |
Moneyness: |
0.87 |
Premium: |
0.13 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.02 |
Spread %: |
3.45% |
Delta: |
0.00 |
Theta: |
-0.48 |
Omega: |
-102.09 |
Rho: |
-1.51 |
Quote data
Open: |
0.460 |
High: |
0.590 |
Low: |
0.460 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+200.00% |
1 Month |
|
|
-16.18% |
3 Months |
|
|
+128.00% |
YTD |
|
|
-56.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.180 |
1M High / 1M Low: |
0.690 |
0.180 |
6M High / 6M Low: |
0.690 |
0.070 |
High (YTD): |
02/01/2024 |
1.380 |
Low (YTD): |
10/07/2024 |
0.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.392 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.317 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
448.58% |
Volatility 6M: |
|
267.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |