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DZ Bank Put 40 G1A 20.12.2024/  DE000DJ4KYL3  /

Frankfurt Zert./DZB
2024-09-11  10:34:54 AM Chg.+0.010 Bid2024-09-11 Ask2024-09-11 Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.090
Bid Size: 100,000		 0.100
Ask Size: 100,000		 GEA GROUP AG 40.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4KYL
Issuer: DZ Bank AG
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.42
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.23
Time value: 0.11
Break-even: 38.90
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 37.50%
Delta: -0.29
Theta: -0.01
Omega: -11.16
Rho: -0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.087
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.63%
3 Months
  -72.73%
YTD
  -80.85%
1 Year
  -84.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.180 0.080
6M High / 6M Low: 0.480 0.080
High (YTD): 2024-01-17 0.600
Low (YTD): 2024-09-10 0.080
52W High: 2023-10-27 0.900
52W Low: 2024-09-10 0.080
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.455
Avg. volume 1Y:   0.000
Volatility 1M:   141.93%
Volatility 6M:   137.38%
Volatility 1Y:   114.98%
Volatility 3Y:   -