DZ Bank Put 55 AZ2 20.12.2024
/ DE000DJ7N8W4
DZ Bank Put 55 AZ2 20.12.2024/ DE000DJ7N8W4 /
| 2024-07-26 9:08:42 AM |
Chg.-0.040 |
Bid9:03:52 PM |
Ask9:03:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-12.90% |
0.270
Bid Size: 12,500 |
0.320
Ask Size: 12,500 |
ANDRITZ AG |
55.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7N8W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.23 |
| Time value: |
0.30 |
| Break-even: |
52.00 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
25.00% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-6.74 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
-43.75% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.340 |
0.260 |
| 6M High / 6M Low: |
0.550 |
0.200 |
| High (YTD): |
2024-01-04 |
0.580 |
| Low (YTD): |
2024-06-13 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.41% |
| Volatility 6M: |
|
126.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
