DZ Bank Put 40 G1A 20.12.2024
/ DE000DJ4KYL3
DZ Bank Put 40 G1A 20.12.2024/ DE000DJ4KYL3 /
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: |
|
- |