DZ Bank Put 5 PBB 20.09.2024
/ DE000DJ5J437
DZ Bank Put 5 PBB 20.09.2024/ DE000DJ5J437 /
| 26/06/2024 20:34:36 |
Chg.+0.030 |
Bid26/06/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+6.38% |
0.500
Bid Size: 5,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
5.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ5J43 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.39 |
| Parity: |
-0.27 |
| Time value: |
0.47 |
| Break-even: |
4.53 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-4.07 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.540 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-64.03% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.430 |
| 1M High / 1M Low: |
0.520 |
0.310 |
| 6M High / 6M Low: |
2.120 |
0.310 |
| High (YTD): |
28/02/2024 |
2.120 |
| Low (YTD): |
04/06/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.004 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.96% |
| Volatility 6M: |
|
144.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
