DZ Bank Put 40 S92 20.09.2024
/ DE000DJ23R67
DZ Bank Put 40 S92 20.09.2024/ DE000DJ23R67 /
10/07/2024 08:13:46 |
Chg.-0.01 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
-0.74% |
1.34 Bid Size: 17,500 |
1.41 Ask Size: 17,500 |
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: |
1.34 |
High: |
1.34 |
Low: |
1.34 |
Previous Close: |
1.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.29% |
1 Month |
|
|
+436.00% |
3 Months |
|
|
+318.75% |
YTD |
|
|
+243.59% |
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: |
|
- |