DZ Bank Put 40 MUX 20.12.2024
/ DE000DJ86C19
DZ Bank Put 40 MUX 20.12.2024/ DE000DJ86C19 /
| 2024-08-05 10:34:40 AM |
Chg.+0.180 |
Bid10:38:53 AM |
Ask10:38:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+17.14% |
1.240
Bid Size: 20,000 |
1.290
Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
40.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ86C1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.33 |
| Parity: |
0.98 |
| Time value: |
0.17 |
| Break-even: |
28.60 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
8.57% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-1.78 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.230 |
| High: |
1.340 |
| Low: |
1.230 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.26% |
| 1 Month |
|
|
+53.75% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.920 |
| 1M High / 1M Low: |
1.050 |
0.730 |
| 6M High / 6M Low: |
1.130 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.794 |
| Avg. volume 6M: |
|
78.740 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.09% |
| Volatility 6M: |
|
97.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
