DZ Bank Put 40 S92 20.12.2024
/ DE000DJ2M4Z2
DZ Bank Put 40 S92 20.12.2024/ DE000DJ2M4Z2 /
| 09/07/2024 11:35:25 |
Chg.+0.030 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+2.27% |
1.350
Bid Size: 50,000 |
1.370
Ask Size: 50,000 |
SMA SOLAR TECHNOL.AG |
40.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ2M4Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.57 |
| Parity: |
1.23 |
| Time value: |
0.16 |
| Break-even: |
26.10 |
| Moneyness: |
1.45 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-1.36 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.330 |
| High: |
1.370 |
| Low: |
1.330 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
+237.50% |
| 3 Months |
|
|
+193.48% |
| YTD |
|
|
+170.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.270 |
| 1M High / 1M Low: |
1.500 |
0.420 |
| 6M High / 6M Low: |
1.500 |
0.290 |
| High (YTD): |
27/06/2024 |
1.500 |
| Low (YTD): |
28/05/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.066 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
0.596 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
423.80% |
| Volatility 6M: |
|
196.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
