DZ Bank Put 5 ZIL 20.12.2024
/ DE000DJ4C8V2
DZ Bank Put 5 ZIL 20.12.2024/ DE000DJ4C8V2 /
| 8/29/2024 5:06:42 PM |
Chg.-0.060 |
Bid5:27:18 PM |
Ask5:27:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-6.52% |
0.880
Bid Size: 15,000 |
0.900
Ask Size: 15,000 |
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: |
-4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.77 |
| Time value: |
0.20 |
| Break-even: |
4.03 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
6.59% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-2.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.36% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
+14.67% |
| 1 Year |
|
|
+8.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.840 |
| 1M High / 1M Low: |
0.920 |
0.660 |
| 6M High / 6M Low: |
0.920 |
0.280 |
| High (YTD): |
2/8/2024 |
0.990 |
| Low (YTD): |
4/9/2024 |
0.280 |
| 52W High: |
2/8/2024 |
0.990 |
| 52W Low: |
4/9/2024 |
0.280 |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.678 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
93.83% |
| Volatility 6M: |
|
111.53% |
| Volatility 1Y: |
|
96.55% |
| Volatility 3Y: |
|
- |
