DZ Bank Put 50 SAX 20.12.2024
/ DE000DJ6MHX4
DZ Bank Put 50 SAX 20.12.2024/ DE000DJ6MHX4 /
2024-07-25 9:04:58 AM |
Chg.+0.010 |
Bid9:08:18 AM |
Ask9:08:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.120 Bid Size: 50,000 |
0.130 Ask Size: 50,000 |
STROEER SE + CO. KGA... |
50.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DJ6MHX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-48.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
-1.29 |
Time value: |
0.13 |
Break-even: |
48.70 |
Moneyness: |
0.79 |
Premium: |
0.23 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-6.79 |
Rho: |
-0.04 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
-35.29% |
YTD |
|
|
-75.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.100 |
1M High / 1M Low: |
0.160 |
0.100 |
6M High / 6M Low: |
0.470 |
0.090 |
High (YTD): |
2024-01-17 |
0.500 |
Low (YTD): |
2024-05-28 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.54% |
Volatility 6M: |
|
114.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |