DZ Bank Put 40 EBO 20.06.2025
/ DE000DJ8EJ64
DZ Bank Put 40 EBO 20.06.2025/ DE000DJ8EJ64 /
2024-09-05 5:04:37 PM |
Chg.+0.010 |
Bid2024-09-05 |
Ask2024-09-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
0.190 Bid Size: 50,000 |
0.200 Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ8EJ6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
-0.84 |
Time value: |
0.21 |
Break-even: |
37.90 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
-0.20 |
Theta: |
-0.01 |
Omega: |
-4.66 |
Rho: |
-0.09 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
-36.67% |
3 Months |
|
|
-26.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.160 |
1M High / 1M Low: |
0.310 |
0.160 |
6M High / 6M Low: |
0.770 |
0.160 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.216 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.331 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.10% |
Volatility 6M: |
|
102.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |