DZ Bank Put 5 SGL 20.09.2024
/ DE000DJ5F6P4
DZ Bank Put 5 SGL 20.09.2024/ DE000DJ5F6P4 /
| 2024-07-25 9:35:02 PM |
Chg.0.000 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
0.00% |
0.030
Bid Size: 1,250 |
0.120
Ask Size: 1,250 |
SGL CARBON SE O.N. |
5.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ5F6P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-51.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.28 |
| Parity: |
-1.15 |
| Time value: |
0.12 |
| Break-even: |
4.88 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
2.33 |
| Spread abs.: |
0.09 |
| Spread %: |
300.00% |
| Delta: |
-0.15 |
| Theta: |
0.00 |
| Omega: |
-7.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.040 |
| High: |
0.069 |
| Low: |
0.030 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-89.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.020 |
| 1M High / 1M Low: |
0.040 |
0.010 |
| 6M High / 6M Low: |
0.360 |
0.001 |
| High (YTD): |
2024-02-13 |
0.360 |
| Low (YTD): |
2024-06-20 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
874.48% |
| Volatility 6M: |
|
4,830.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
