DZ Bank Put 40 MUX 20.06.2025
/ DE000DJ86C27
DZ Bank Put 40 MUX 20.06.2025/ DE000DJ86C27 /
26/09/2024 12:04:38 |
Chg.+0.520 |
Bid21:58:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.200EUR |
+30.95% |
- Bid Size: - |
- Ask Size: - |
MUTARES KGAA NA O.N... |
40.00 - |
20/06/2025 |
Put |
Master data
WKN: |
DJ86C2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUTARES KGAA NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
20/06/2025 |
Issue date: |
05/02/2024 |
Last trading day: |
26/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.56 |
Implied volatility: |
0.79 |
Historic volatility: |
0.37 |
Parity: |
1.56 |
Time value: |
0.18 |
Break-even: |
22.60 |
Moneyness: |
1.64 |
Premium: |
0.07 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.12 |
Spread %: |
7.41% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-0.92 |
Rho: |
-0.23 |
Quote data
Open: |
2.080 |
High: |
2.200 |
Low: |
2.080 |
Previous Close: |
1.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
+131.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.200 |
1.220 |
6M High / 6M Low: |
2.200 |
0.620 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.430 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.973 |
Avg. volume 6M: |
|
8.475 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.19% |
Volatility 6M: |
|
99.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |