DZ Bank Put 4525 S&P 500 Index 20.12.2024
/ DE000DJ2KN41
DZ Bank Put 4525 S&P 500 Index 20.../ DE000DJ2KN41 /
02/10/2024 08:14:26 |
Chg.+0.052 |
Bid19:05:47 |
Ask19:05:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.185EUR |
+39.10% |
0.166 Bid Size: 150,000 |
0.176 Ask Size: 150,000 |
- |
4,525.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
DJ2KN4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,525.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
20/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-278.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.11 |
Parity: |
-10.70 |
Time value: |
0.19 |
Break-even: |
4,071.12 |
Moneyness: |
0.79 |
Premium: |
0.21 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.01 |
Spread %: |
5.71% |
Delta: |
-0.05 |
Theta: |
-0.51 |
Omega: |
-14.48 |
Rho: |
-0.62 |
Quote data
Open: |
0.185 |
High: |
0.185 |
Low: |
0.185 |
Previous Close: |
0.133 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.37% |
1 Month |
|
|
-7.04% |
3 Months |
|
|
-38.33% |
YTD |
|
|
-87.83% |
1 Year |
|
|
-94.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.145 |
0.126 |
1M High / 1M Low: |
0.360 |
0.126 |
6M High / 6M Low: |
1.150 |
0.126 |
High (YTD): |
05/01/2024 |
1.760 |
Low (YTD): |
26/09/2024 |
0.126 |
52W High: |
27/10/2023 |
4.100 |
52W Low: |
26/09/2024 |
0.126 |
Avg. price 1W: |
|
0.135 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.418 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.115 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
357.48% |
Volatility 6M: |
|
257.46% |
Volatility 1Y: |
|
189.95% |
Volatility 3Y: |
|
- |