DZ Bank Put 32 FRE 20.09.2024
/ DE000DJ2M396
DZ Bank Put 32 FRE 20.09.2024/ DE000DJ2M396 /
| 9/9/2024 8:14:02 AM |
Chg.+0.003 |
Bid10:56:10 AM |
Ask10:56:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+50.00% |
0.006
Bid Size: 150,000 |
0.016
Ask Size: 150,000 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
DJ2M39 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-110.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.12 |
| Time value: |
0.03 |
| Break-even: |
31.70 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
3.41 |
| Spread abs.: |
0.02 |
| Spread %: |
200.00% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-27.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-94.38% |
| 3 Months |
|
|
-96.40% |
| YTD |
|
|
-98.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.006 |
| 1M High / 1M Low: |
0.160 |
0.006 |
| 6M High / 6M Low: |
0.740 |
0.006 |
| High (YTD): |
4/3/2024 |
0.740 |
| Low (YTD): |
9/6/2024 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.58% |
| Volatility 6M: |
|
248.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
