DZ Bank Put 5 ZIL 20.12.2024
/ DE000DJ4C8V2
DZ Bank Put 5 ZIL 20.12.2024/ DE000DJ4C8V2 /
25/07/2024 12:06:51 |
Chg.+0.050 |
Bid25/07/2024 |
Ask25/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+7.35% |
0.730 Bid Size: 15,000 |
0.750 Ask Size: 15,000 |
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: |
-6.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.53 |
Historic volatility: |
0.39 |
Parity: |
0.25 |
Time value: |
0.49 |
Break-even: |
4.26 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.06 |
Spread %: |
8.82% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-3.06 |
Rho: |
-0.01 |
Quote data
Open: |
0.710 |
High: |
0.730 |
Low: |
0.710 |
Previous Close: |
0.680 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.86% |
1 Month |
|
|
+40.38% |
3 Months |
|
|
+92.11% |
YTD |
|
|
-2.67% |
1 Year |
|
|
+48.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.580 |
1M High / 1M Low: |
0.680 |
0.510 |
6M High / 6M Low: |
0.990 |
0.280 |
High (YTD): |
08/02/2024 |
0.990 |
Low (YTD): |
09/04/2024 |
0.280 |
52W High: |
08/02/2024 |
0.990 |
52W Low: |
09/04/2024 |
0.280 |
Avg. price 1W: |
|
0.622 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.576 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.574 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.663 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
104.09% |
Volatility 6M: |
|
113.03% |
Volatility 1Y: |
|
94.90% |
Volatility 3Y: |
|
- |