DZ Bank Put 40 MUX 20.06.2025
/ DE000DJ86C27
DZ Bank Put 40 MUX 20.06.2025/ DE000DJ86C27 /
| 9/26/2024 12:04:38 PM |
Chg.+0.520 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+30.95% |
-
Bid Size: - |
-
Ask Size: - |
MUTARES KGAA NA O.N... |
40.00 - |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/26/2024 |
| 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: |
|
- |
