DZ Bank Put 35 MUX 20.12.2024
/ DE000DJ7RSY6
DZ Bank Put 35 MUX 20.12.2024/ DE000DJ7RSY6 /
2024-09-10 8:25:46 AM |
Chg.-0.050 |
Bid1:01:52 PM |
Ask1:01:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-6.76% |
0.770 Bid Size: 20,000 |
0.800 Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
35.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DJ7RSY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUTARES KGAA NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.68 |
Historic volatility: |
0.33 |
Parity: |
0.62 |
Time value: |
0.18 |
Break-even: |
27.00 |
Moneyness: |
1.22 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.09 |
Spread %: |
12.68% |
Delta: |
-0.63 |
Theta: |
-0.02 |
Omega: |
-2.28 |
Rho: |
-0.07 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.740 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.99% |
1 Month |
|
|
+1.47% |
3 Months |
|
|
+109.09% |
YTD |
|
|
-5.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.670 |
1M High / 1M Low: |
0.740 |
0.530 |
6M High / 6M Low: |
0.780 |
0.280 |
High (YTD): |
2024-01-03 |
0.790 |
Low (YTD): |
2024-06-03 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.708 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.631 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.488 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.56% |
Volatility 6M: |
|
117.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |