DZ Bank Put 4 YOU 20.12.2024
/ DE000DJ2NTZ1
DZ Bank Put 4 YOU 20.12.2024/ DE000DJ2NTZ1 /
| 2024-11-05 1:08:43 PM |
Chg.+0.100 |
Bid9:58:04 PM |
Ask2024-11-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+14.71% |
-
Bid Size: - |
-
Ask Size: - |
ABOUT YOU HOLDING SE |
4.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ2NTZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ABOUT YOU HOLDING SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-11-05 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.44 |
| Parity: |
0.72 |
| Time value: |
0.25 |
| Break-even: |
3.03 |
| Moneyness: |
1.22 |
| Premium: |
0.08 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.38 |
| Spread %: |
64.41% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-2.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.690 |
| High: |
0.870 |
| Low: |
0.690 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
-11.36% |
| YTD |
|
|
+4.00% |
| 1 Year |
|
|
+21.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.680 |
| 1M High / 1M Low: |
0.980 |
0.620 |
| 6M High / 6M Low: |
1.160 |
0.380 |
| High (YTD): |
2024-09-11 |
1.160 |
| Low (YTD): |
2024-04-24 |
0.350 |
| 52W High: |
2024-09-11 |
1.160 |
| 52W Low: |
2024-04-24 |
0.350 |
| Avg. price 1W: |
|
0.723 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.680 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
130.26% |
| Volatility 6M: |
|
113.33% |
| Volatility 1Y: |
|
144.26% |
| Volatility 3Y: |
|
- |
