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DZ Bank Put 40 FRA 20.12.2024/  DE000DJ33367  /

Frankfurt Zert./DZB
2024-09-04  6:04:24 PM Chg.+0.010 Bid2024-09-04 Ask2024-09-04 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 21,000		 0.130
Ask Size: 21,000		 FRAPORT AG FFM.AIRPO... 40.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ3336
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.51
Time value: 0.13
Break-even: 38.70
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 30.00%
Delta: -0.23
Theta: -0.01
Omega: -7.83
Rho: -0.03
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -21.43%
3 Months  
+77.42%
YTD
  -26.67%
1 Year
  -56.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: 0.280 0.062
High (YTD): 2024-04-16 0.280
Low (YTD): 2024-06-04 0.062
52W High: 2023-10-27 0.450
52W Low: 2024-06-04 0.062
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   303.125
Volatility 1M:   148.56%
Volatility 6M:   179.50%
Volatility 1Y:   150.08%
Volatility 3Y:   -