DZ Bank Put 6 DEZ 20.12.2024
/ DE000DDZ26T5
DZ Bank Put 6 DEZ 20.12.2024/ DE000DDZ26T5 /
| 26/06/2024 18:09:49 |
Chg.+0.110 |
Bid20:00:00 |
Ask20:00:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+15.49% |
0.830
Bid Size: 5,000 |
0.890
Ask Size: 5,000 |
DEUTZ AG O.N. |
6.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DDZ26T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
0.17 |
| Time value: |
0.59 |
| Break-even: |
5.24 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
8.57% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-3.47 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.740 |
| High: |
0.860 |
| Low: |
0.740 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.23% |
| 1 Month |
|
|
-15.46% |
| 3 Months |
|
|
-2.38% |
| YTD |
|
|
-45.33% |
| 1 Year |
|
|
-43.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.680 |
| 1M High / 1M Low: |
1.250 |
0.680 |
| 6M High / 6M Low: |
1.780 |
0.660 |
| High (YTD): |
17/01/2024 |
1.780 |
| Low (YTD): |
11/04/2024 |
0.660 |
| 52W High: |
25/10/2023 |
2.420 |
| 52W Low: |
11/04/2024 |
0.660 |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.018 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.432 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
179.45% |
| Volatility 6M: |
|
124.91% |
| Volatility 1Y: |
|
94.68% |
| Volatility 3Y: |
|
- |
