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DZ Bank Put 4 SGL 20.12.2024/  DE000DJ2NVR4  /

Frankfurt Zert./DZB
05/11/2024  13:08:43 Chg.+0.040 Bid21:55:03 Ask05/11/2024 Underlying Strike price Expiration date Option type
0.130EUR +44.44% -
Bid Size: -		 -
Ask Size: -		 SGL CARBON SE O.N. 4.00 - 20/12/2024 Put
 

Master data

WKN: DJ2NVR
Issuer: DZ Bank AG
Currency: EUR
Underlying: SGL CARBON SE O.N.
Type: Warrant
Option type: Put
Strike price: 4.00 -
Maturity: 20/12/2024
Issue date: 25/09/2023
Last trading day: 05/11/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -31.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.30
Parity: -0.66
Time value: 0.15
Break-even: 3.85
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 3.66
Spread abs.: 0.06
Spread %: 66.67%
Delta: -0.22
Theta: 0.00
Omega: -6.70
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.130
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+225.00%
3 Months  
+12900.00%
YTD
  -40.91%
1 Year
  -53.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.130
1M High / 1M Low: 0.130 0.007
6M High / 6M Low: 0.130 0.001
High (YTD): 03/01/2024 0.220
Low (YTD): 19/08/2024 0.001
52W High: 23/11/2023 0.270
52W Low: 19/08/2024 0.001
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   3,040.56%
Volatility 6M:   9,186.54%
Volatility 1Y:   6,536.69%
Volatility 3Y:   -