DZ Bank Put 5 DEZ 20.12.2024
/ DE000DJ33WX7
DZ Bank Put 5 DEZ 20.12.2024/ DE000DJ33WX7 /
2024-11-05 1:09:21 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
- |
- Bid Size: - |
- Ask Size: - |
DEUTZ AG O.N. |
5.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DJ33WX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-14 |
Last trading day: |
2024-11-05 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.95 |
Historic volatility: |
0.42 |
Parity: |
0.82 |
Time value: |
0.23 |
Break-even: |
3.95 |
Moneyness: |
1.20 |
Premium: |
0.05 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.07 |
Spread %: |
7.14% |
Delta: |
-0.66 |
Theta: |
-0.01 |
Omega: |
-2.64 |
Rho: |
0.00 |
Quote data
Open: |
1.03 |
High: |
1.05 |
Low: |
1.02 |
Previous Close: |
1.04 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+12.90% |
3 Months |
|
|
+41.89% |
YTD |
|
|
+40.00% |
1 Year |
|
|
-13.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.05 |
1.05 |
1M High / 1M Low: |
1.05 |
0.85 |
6M High / 6M Low: |
1.05 |
0.28 |
High (YTD): |
2024-11-05 |
1.05 |
Low (YTD): |
2024-07-01 |
0.28 |
52W High: |
2023-11-13 |
1.22 |
52W Low: |
2024-07-01 |
0.28 |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.61 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
43.64% |
Volatility 6M: |
|
156.40% |
Volatility 1Y: |
|
158.10% |
Volatility 3Y: |
|
- |