DZ Bank Put 5 ZIL 20.12.2024
/ DE000DJ4C8V2
DZ Bank Put 5 ZIL 20.12.2024/ DE000DJ4C8V2 /
10/11/2024 6:13:23 PM |
Chg.-0.02 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
-1.87% |
- Bid Size: - |
- Ask Size: - |
ELRINGKLINGER AG |
5.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/24/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.41 |
Parity: |
1.00 |
Time value: |
0.14 |
Break-even: |
3.87 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.09 |
Spread %: |
8.65% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-2.58 |
Rho: |
-0.01 |
Quote data
Open: |
1.07 |
High: |
1.10 |
Low: |
1.05 |
Previous Close: |
1.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.13% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+87.50% |
YTD |
|
|
+40.00% |
1 Year |
|
|
+25.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
1.01 |
1M High / 1M Low: |
1.09 |
0.58 |
6M High / 6M Low: |
1.17 |
0.35 |
High (YTD): |
9/6/2024 |
1.17 |
Low (YTD): |
4/9/2024 |
0.28 |
52W High: |
9/6/2024 |
1.17 |
52W Low: |
4/9/2024 |
0.28 |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.70 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
200.77% |
Volatility 6M: |
|
123.69% |
Volatility 1Y: |
|
110.92% |
Volatility 3Y: |
|
- |