DZ Bank Put 40 S92 20.09.2024
/ DE000DJ23R67
DZ Bank Put 40 S92 20.09.2024/ DE000DJ23R67 /
| 09/07/2024 18:11:08 |
Chg.+0.10 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
SMA SOLAR TECHNOL.AG |
40.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ23R6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.57 |
| Parity: |
1.23 |
| Time value: |
0.12 |
| Break-even: |
26.50 |
| Moneyness: |
1.45 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
7.14% |
| Delta: |
-0.75 |
| Theta: |
-0.02 |
| Omega: |
-1.53 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.26 |
| High: |
1.36 |
| Low: |
1.26 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.05% |
| 1 Month |
|
|
+440.00% |
| 3 Months |
|
|
+321.88% |
| YTD |
|
|
+246.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.20 |
| 1M High / 1M Low: |
1.43 |
0.25 |
| 6M High / 6M Low: |
1.43 |
0.16 |
| High (YTD): |
27/06/2024 |
1.43 |
| Low (YTD): |
28/05/2024 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
711.37% |
| Volatility 6M: |
|
320.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
