DZ Bank Put 45 FRA 20.12.2024
/ DE000DJ33375
DZ Bank Put 45 FRA 20.12.2024/ DE000DJ33375 /
9/4/2024 6:12:04 PM |
Chg.0.000 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
FRAPORT AG FFM.AIRPO... |
45.00 EUR |
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 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-0.01 |
Time value: |
0.31 |
Break-even: |
41.90 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
10.71% |
Delta: |
-0.44 |
Theta: |
-0.01 |
Omega: |
-6.34 |
Rho: |
-0.07 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.280 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
+100.00% |
YTD |
|
|
+12.00% |
1 Year |
|
|
-30.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.260 |
1M High / 1M Low: |
0.400 |
0.260 |
6M High / 6M Low: |
0.510 |
0.140 |
High (YTD): |
4/16/2024 |
0.510 |
Low (YTD): |
6/7/2024 |
0.140 |
52W High: |
10/25/2023 |
0.670 |
52W Low: |
6/7/2024 |
0.140 |
Avg. price 1W: |
|
0.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.323 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.287 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.326 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
109.82% |
Volatility 6M: |
|
151.96% |
Volatility 1Y: |
|
128.29% |
Volatility 3Y: |
|
- |