DZ Bank Put 35 MUX 20.12.2024
/ DE000DJ7RSY6
DZ Bank Put 35 MUX 20.12.2024/ DE000DJ7RSY6 /
| 9/25/2024 8:25:04 AM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MUTARES KGAA NA O.N... |
35.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
9/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.37 |
| Parity: |
1.06 |
| Time value: |
0.12 |
| Break-even: |
23.20 |
| Moneyness: |
1.43 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.12 |
| Spread %: |
11.32% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-1.51 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+9.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.810 |
0.620 |
| 6M High / 6M Low: |
0.810 |
0.280 |
| High (YTD): |
9/13/2024 |
0.810 |
| Low (YTD): |
6/3/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.492 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.33% |
| Volatility 6M: |
|
122.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
