DZ Bank Put 40 FRA 20.12.2024
/ DE000DJ33367
DZ Bank Put 40 FRA 20.12.2024/ DE000DJ33367 /
08/10/2024 15:05:34 |
Chg.+0.007 |
Bid15:09:34 |
Ask15:09:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
+25.00% |
0.035 Bid Size: 60,000 |
0.045 Ask Size: 60,000 |
FRAPORT AG FFM.AIRPO... |
40.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
14/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-86.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.26 |
Parity: |
-0.86 |
Time value: |
0.06 |
Break-even: |
39.44 |
Moneyness: |
0.82 |
Premium: |
0.19 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.03 |
Spread %: |
115.38% |
Delta: |
-0.12 |
Theta: |
-0.01 |
Omega: |
-10.20 |
Rho: |
-0.01 |
Quote data
Open: |
0.029 |
High: |
0.036 |
Low: |
0.029 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-61.11% |
3 Months |
|
|
-68.18% |
YTD |
|
|
-75.00% |
1 Year |
|
|
-90.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.025 |
1M High / 1M Low: |
0.080 |
0.018 |
6M High / 6M Low: |
0.290 |
0.018 |
High (YTD): |
16/04/2024 |
0.290 |
Low (YTD): |
30/09/2024 |
0.018 |
52W High: |
26/10/2023 |
0.450 |
52W Low: |
30/09/2024 |
0.018 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.160 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
375.80% |
Volatility 6M: |
|
225.34% |
Volatility 1Y: |
|
177.98% |
Volatility 3Y: |
|
- |