DZ Bank Put 40 S92 20.12.2024
/ DE000DJ2M4Z2
DZ Bank Put 40 S92 20.12.2024/ DE000DJ2M4Z2 /
2024-08-05 11:05:57 AM |
Chg.+0.12 |
Bid11:30:56 AM |
Ask11:30:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.78EUR |
+7.23% |
1.76 Bid Size: 50,000 |
1.79 Ask Size: 50,000 |
SMA SOLAR TECHNOL.AG |
40.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-09-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
1.62 |
Implied volatility: |
0.93 |
Historic volatility: |
0.57 |
Parity: |
1.62 |
Time value: |
0.12 |
Break-even: |
22.60 |
Moneyness: |
1.68 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.09 |
Spread %: |
5.45% |
Delta: |
-0.73 |
Theta: |
-0.01 |
Omega: |
-0.99 |
Rho: |
-0.13 |
Quote data
Open: |
1.68 |
High: |
1.78 |
Low: |
1.68 |
Previous Close: |
1.66 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.38% |
1 Month |
|
|
+39.06% |
3 Months |
|
|
+313.95% |
YTD |
|
|
+256.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.66 |
1.54 |
1M High / 1M Low: |
1.66 |
1.25 |
6M High / 6M Low: |
1.66 |
0.31 |
High (YTD): |
2024-08-02 |
1.66 |
Low (YTD): |
2024-05-28 |
0.31 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.85% |
Volatility 6M: |
|
197.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |