DZ Bank Put 6 PBB 20.09.2024
/ DE000DJ52N32
DZ Bank Put 6 PBB 20.09.2024/ DE000DJ52N32 /
| 2024-07-26 4:35:01 PM |
Chg.-0.030 |
Bid2024-07-26 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-2.91% |
0.990
Bid Size: 20,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
6.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ52N3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.41 |
| Parity: |
0.80 |
| Time value: |
0.23 |
| Break-even: |
4.97 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-3.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.040 |
| High: |
1.090 |
| Low: |
0.980 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.58% |
| 1 Month |
|
|
-9.91% |
| 3 Months |
|
|
-47.37% |
| YTD |
|
|
+14.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.780 |
| 1M High / 1M Low: |
1.230 |
0.680 |
| 6M High / 6M Low: |
2.950 |
0.680 |
| High (YTD): |
2024-02-28 |
2.950 |
| Low (YTD): |
2024-07-18 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
640.909 |
| Avg. price 6M: |
|
1.610 |
| Avg. volume 6M: |
|
126.772 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.64% |
| Volatility 6M: |
|
120.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
