DZ Bank Put 55 S92 20.06.2025
/ DE000DJ4H202
DZ Bank Put 55 S92 20.06.2025/ DE000DJ4H202 /
2024-07-31 5:04:53 PM |
Chg.+0.020 |
Bid5:06:56 PM |
Ask5:06:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.100EUR |
+0.65% |
3.110 Bid Size: 50,000 |
3.140 Ask Size: 50,000 |
SMA SOLAR TECHNOL.AG |
55.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ4H20 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SMA SOLAR TECHNOL.AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-31 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-0.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.02 |
Intrinsic value: |
3.02 |
Implied volatility: |
0.93 |
Historic volatility: |
0.57 |
Parity: |
3.02 |
Time value: |
0.15 |
Break-even: |
23.30 |
Moneyness: |
2.22 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.09 |
Spread %: |
2.92% |
Delta: |
-0.67 |
Theta: |
-0.01 |
Omega: |
-0.52 |
Rho: |
-0.43 |
Quote data
Open: |
3.070 |
High: |
3.100 |
Low: |
3.040 |
Previous Close: |
3.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.32% |
1 Month |
|
|
+5.44% |
3 Months |
|
|
+113.79% |
YTD |
|
|
+133.08% |
1 Year |
|
|
+192.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.110 |
3.080 |
1M High / 1M Low: |
3.190 |
2.740 |
6M High / 6M Low: |
3.190 |
1.190 |
High (YTD): |
2024-07-23 |
3.190 |
Low (YTD): |
2024-03-12 |
1.190 |
52W High: |
2024-07-23 |
3.190 |
52W Low: |
2023-08-29 |
1.020 |
Avg. price 1W: |
|
3.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.962 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.536 |
Avg. volume 1Y: |
|
39.063 |
Volatility 1M: |
|
36.35% |
Volatility 6M: |
|
100.42% |
Volatility 1Y: |
|
87.86% |
Volatility 3Y: |
|
- |