DZ Bank Put 40 G1A 20.06.2025
/ DE000DJ4KYM1
DZ Bank Put 40 G1A 20.06.2025/ DE000DJ4KYM1 /
2024-09-11 9:35:12 AM |
Chg.+0.010 |
Bid2024-09-11 |
Ask2024-09-11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+4.55% |
0.230 Bid Size: 100,000 |
0.240 Ask Size: 100,000 |
GEA GROUP AG |
40.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ4KYM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-02 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
-0.23 |
Time value: |
0.25 |
Break-even: |
37.50 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
13.64% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-5.47 |
Rho: |
-0.12 |
Quote data
Open: |
0.230 |
High: |
0.240 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-30.30% |
3 Months |
|
|
-48.89% |
YTD |
|
|
-62.30% |
1 Year |
|
|
-65.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.320 |
0.220 |
6M High / 6M Low: |
0.610 |
0.220 |
High (YTD): |
2024-01-22 |
0.700 |
Low (YTD): |
2024-09-10 |
0.220 |
52W High: |
2023-11-20 |
0.950 |
52W Low: |
2024-09-10 |
0.220 |
Avg. price 1W: |
|
0.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.264 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.413 |
Avg. volume 6M: |
|
155.039 |
Avg. price 1Y: |
|
0.567 |
Avg. volume 1Y: |
|
78.125 |
Volatility 1M: |
|
78.68% |
Volatility 6M: |
|
82.20% |
Volatility 1Y: |
|
73.13% |
Volatility 3Y: |
|
- |