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DZ Bank Put 44 DMP 20.12.2024/  DE000DJ06E48  /

EUWAX
7/5/2024  8:09:22 AM Chg.-0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.810EUR -3.57% -
Bid Size: -		 -
Ask Size: -		 DERMAPHARM HLDG INH ... 44.00 - 12/20/2024 Put
 

Master data

WKN: DJ06E4
Issuer: DZ Bank AG
Currency: EUR
Underlying: DERMAPHARM HLDG INH O.N.
Type: Warrant
Option type: Put
Strike price: 44.00 -
Maturity: 12/20/2024
Issue date: 4/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.64
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.69
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.69
Time value: 0.11
Break-even: 36.00
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 8.11%
Delta: -0.67
Theta: -0.01
Omega: -3.13
Rho: -0.15
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.22%
1 Month  
+15.71%
3 Months
  -30.17%
YTD  
+50.00%
1 Year  
+42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.810
1M High / 1M Low: 0.910 0.700
6M High / 6M Low: 1.330 0.590
High (YTD): 4/26/2024 1.330
Low (YTD): 1/2/2024 0.530
52W High: 4/26/2024 1.330
52W Low: 8/28/2023 0.400
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.831
Avg. volume 1M:   0.000
Avg. price 6M:   0.888
Avg. volume 6M:   0.000
Avg. price 1Y:   0.766
Avg. volume 1Y:   0.000
Volatility 1M:   79.07%
Volatility 6M:   88.72%
Volatility 1Y:   84.63%
Volatility 3Y:   -