DZ Bank Put 5 DEZ 20.09.2024
/ DE000DJ712A7
DZ Bank Put 5 DEZ 20.09.2024/ DE000DJ712A7 /
16/08/2024 13:04:59 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
- |
- Bid Size: - |
- Ask Size: - |
DEUTZ AG O.N. |
5.00 - |
20/09/2024 |
Put |
Master data
WKN: |
DJ712A |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 - |
Maturity: |
20/09/2024 |
Issue date: |
29/12/2023 |
Last trading day: |
16/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.87 |
Historic volatility: |
0.40 |
Parity: |
0.26 |
Time value: |
0.27 |
Break-even: |
4.47 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-5.00 |
Rho: |
0.00 |
Quote data
Open: |
0.620 |
High: |
0.630 |
Low: |
0.610 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+53.66% |
3 Months |
|
|
+110.00% |
YTD |
|
|
-8.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.650 |
0.410 |
6M High / 6M Low: |
0.650 |
0.140 |
High (YTD): |
17/01/2024 |
0.900 |
Low (YTD): |
01/07/2024 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.561 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.296 |
Avg. volume 6M: |
|
138.983 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.48% |
Volatility 6M: |
|
322.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |