DZ Bank Put 45 SHL 20.09.2024
/ DE000DJ23Q92
DZ Bank Put 45 SHL 20.09.2024/ DE000DJ23Q92 /
| 2024-08-02 9:35:20 PM |
Chg.+0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+48.78% |
0.061
Bid Size: 15,000 |
0.081
Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23Q9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-60.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.39 |
| Time value: |
0.08 |
| Break-even: |
44.19 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.02 |
| Spread %: |
32.79% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-13.22 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.069 |
| Low: |
0.044 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.34% |
| 1 Month |
|
|
+144.00% |
| 3 Months |
|
|
-12.86% |
| YTD |
|
|
-59.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.033 |
| 1M High / 1M Low: |
0.061 |
0.007 |
| 6M High / 6M Low: |
0.120 |
0.005 |
| High (YTD): |
2024-01-03 |
0.160 |
| Low (YTD): |
2024-06-27 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
714.43% |
| Volatility 6M: |
|
604.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
