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DZ Bank Put 30750 Nikkei 225 Stoc.../  DE000DJ69TS7  /

Frankfurt Zert./DZB
06/09/2024  21:34:54 Chg.+0.150 Bid21:55:02 Ask21:55:02 Underlying Strike price Expiration date Option type
0.600EUR +33.33% 0.610
Bid Size: 10,000		 0.630
Ask Size: 10,000		 - 30,750.00 JPY 06/12/2024 Put
 

Master data

WKN: DJ69TS
Issuer: DZ Bank AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 30,750.00 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: -884,936.19
Leverage: Yes

Calculated values

Fair value: 484,459.96
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 32.30
Parity: -68,800.19
Time value: 0.63
Break-even: 4,887,089.86
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 3.28%
Delta: 0.00
Theta: -0.50
Omega: -106.67
Rho: -1.68
 

Quote data

Open: 0.490
High: 0.610
Low: 0.490
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month
  -1.64%
3 Months  
+130.77%
YTD
  -56.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.190
1M High / 1M Low: 0.730 0.190
6M High / 6M Low: 0.730 0.075
High (YTD): 02/01/2024 1.440
Low (YTD): 10/07/2024 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   428.51%
Volatility 6M:   259.20%
Volatility 1Y:   -
Volatility 3Y:   -