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DZ Bank Put 5 PSM 20.12.2024/  DE000DJ5J6T2  /

Frankfurt Zert./DZB
2024-11-05  1:08:41 PM Chg.+0.030 Bid9:58:05 PM Ask2024-11-05 Underlying Strike price Expiration date Option type
0.220EUR +15.79% -
Bid Size: -		 -
Ask Size: -		 PROSIEBENSAT.1 NA O... 5.00 - 2024-12-20 Put
 

Master data

WKN: DJ5J6T
Issuer: DZ Bank AG
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Put
Strike price: 5.00 -
Maturity: 2024-12-20
Issue date: 2023-10-20
Last trading day: 2024-11-05
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -23.50
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.45
Parity: -0.17
Time value: 0.22
Break-even: 4.78
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.37
Theta: 0.00
Omega: -8.81
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.220
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -48.84%
YTD
  -73.81%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.220
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.530 0.130
High (YTD): 2024-02-07 1.000
Low (YTD): 2024-10-28 0.130
52W High: 2024-02-07 1.000
52W Low: 2024-10-28 0.130
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   0.000
Volatility 1M:   198.65%
Volatility 6M:   113.63%
Volatility 1Y:   106.92%
Volatility 3Y:   -