DZ Bank Put 5 ZIL 20.12.2024
/ DE000DJ4C8V2
DZ Bank Put 5 ZIL 20.12.2024/ DE000DJ4C8V2 /
28/08/2024 21:04:41 |
Chg.+0.080 |
Bid28/08/2024 |
Ask28/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+9.52% |
0.920 Bid Size: 3,750 |
0.970 Ask Size: 3,750 |
ELRINGKLINGER AG |
5.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DJ4C8V |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELRINGKLINGER AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
24/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.50 |
Historic volatility: |
0.38 |
Parity: |
0.70 |
Time value: |
0.20 |
Break-even: |
4.10 |
Moneyness: |
1.16 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
7.14% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-3.06 |
Rho: |
-0.01 |
Quote data
Open: |
0.840 |
High: |
0.950 |
Low: |
0.840 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.52% |
1 Month |
|
|
+48.39% |
3 Months |
|
|
+142.11% |
YTD |
|
|
+21.05% |
1 Year |
|
|
+12.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.790 |
1M High / 1M Low: |
0.910 |
0.620 |
6M High / 6M Low: |
0.910 |
0.280 |
High (YTD): |
09/02/2024 |
0.990 |
Low (YTD): |
09/04/2024 |
0.280 |
52W High: |
09/02/2024 |
0.990 |
52W Low: |
09/04/2024 |
0.280 |
Avg. price 1W: |
|
0.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.812 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.565 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.673 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.47% |
Volatility 6M: |
|
119.74% |
Volatility 1Y: |
|
101.25% |
Volatility 3Y: |
|
- |