DZ Bank Put 40 FRA 20.12.2024
/ DE000DJ33367
DZ Bank Put 40 FRA 20.12.2024/ DE000DJ33367 /
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: |
|
- |