DZ Bank Put 50 KBX 20.06.2025
/ DE000DJ4ESV7
DZ Bank Put 50 KBX 20.06.2025/ DE000DJ4ESV7 /
| 2024-07-25 11:04:33 AM |
Chg.+0.010 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 75,000 |
0.140
Ask Size: 75,000 |
KNORR-BREMSE AG INH... |
50.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ4ESV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KNORR-BREMSE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-2.00 |
| Time value: |
0.15 |
| Break-even: |
48.50 |
| Moneyness: |
0.71 |
| Premium: |
0.31 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
25.00% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-5.08 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-38.10% |
| YTD |
|
|
-75.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.150 |
0.080 |
| 6M High / 6M Low: |
0.460 |
0.080 |
| High (YTD): |
2024-01-03 |
0.590 |
| Low (YTD): |
2024-07-19 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.11% |
| Volatility 6M: |
|
107.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
