DZ Bank Put 40 MUX 20.09.2024
/ DE000DJ86C01
DZ Bank Put 40 MUX 20.09.2024/ DE000DJ86C01 /
| 10/07/2024 08:14:40 |
Chg.+0.040 |
Bid10:55:52 |
Ask10:55:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+5.19% |
0.840
Bid Size: 20,000 |
0.870
Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
40.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ86C0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.33 |
| Parity: |
0.73 |
| Time value: |
0.18 |
| Break-even: |
31.00 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.09 |
| Spread %: |
11.11% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-2.41 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.12% |
| 1 Month |
|
|
+65.31% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
0.930 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
