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DZ Bank Put 45 FRA 20.12.2024/  DE000DJ33375  /

Frankfurt Zert./DZB
11/5/2024  1:08:45 PM Chg.+0.024 Bid9:58:03 PM Ask11/5/2024 Underlying Strike price Expiration date Option type
0.090EUR +36.36% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 45.00 - 12/20/2024 Put
 

Master data

WKN: DJ3337
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 7/14/2023
Last trading day: 11/5/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -49.35
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.39
Time value: 0.10
Break-even: 44.01
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 1.32
Spread abs.: 0.02
Spread %: 23.75%
Delta: -0.24
Theta: -0.02
Omega: -11.84
Rho: -0.01
 

Quote data

Open: 0.080
High: 0.090
Low: 0.072
Previous Close: 0.066
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -25.00%
3 Months
  -75.68%
YTD
  -64.00%
1 Year
  -82.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.066
1M High / 1M Low: 0.120 0.066
6M High / 6M Low: 0.400 0.066
High (YTD): 4/16/2024 0.500
Low (YTD): 11/4/2024 0.066
52W High: 4/16/2024 0.500
52W Low: 11/4/2024 0.066
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   293.76%
Volatility 6M:   198.44%
Volatility 1Y:   160.41%
Volatility 3Y:   -