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DZ Bank Put 40 FRA 20.12.2024/  DE000DJ33367  /

EUWAX
9/4/2024  6:12:04 PM Chg.+0.010 Bid8:13:28 PM Ask8:13:28 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.100
Bid Size: 15,000		 0.130
Ask Size: 15,000		 FRAPORT AG FFM.AIRPO... 40.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/14/2023
Last trading day: 12/19/2024
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: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -21.43%
3 Months  
+71.88%
YTD
  -21.43%
1 Year
  -56.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.100
1M High / 1M Low: 0.190 0.100
6M High / 6M Low: 0.290 0.064
High (YTD): 4/16/2024 0.290
Low (YTD): 6/4/2024 0.064
52W High: 10/26/2023 0.450
52W Low: 6/4/2024 0.064
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   145.37%
Volatility 6M:   177.68%
Volatility 1Y:   146.16%
Volatility 3Y:   -