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DZ Bank Put 32 R6C0 20.12.2024/  DE000DJ5FJX6  /

EUWAX
2024-10-31  9:07:56 AM Chg.-0.040 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.210EUR -16.00% -
Bid Size: -		 -
Ask Size: -		 SHELL PLC 32.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ5FJX
Issuer: DZ Bank AG
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Put
Strike price: 32.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.05
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.19
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.19
Time value: 0.06
Break-even: 29.50
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 13.64%
Delta: -0.66
Theta: -0.01
Omega: -7.93
Rho: -0.03
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month
  -25.00%
3 Months  
+90.91%
YTD
  -50.00%
1 Year
  -46.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.170
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.310 0.090
High (YTD): 2024-01-17 0.520
Low (YTD): 2024-07-18 0.090
52W High: 2024-01-17 0.520
52W Low: 2024-07-18 0.090
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   234.83%
Volatility 6M:   254.73%
Volatility 1Y:   199.84%
Volatility 3Y:   -