DZ Bank Put 6 ZIL 20.09.2024
/ DE000DJ6Q893
DZ Bank Put 6 ZIL 20.09.2024/ DE000DJ6Q893 /
| 2024-07-25 11:07:13 AM |
Chg.+0.05 |
Bid11:22:26 AM |
Ask11:22:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+3.85% |
1.39
Bid Size: 15,000 |
1.42
Ask Size: 15,000 |
ELRINGKLINGER AG |
6.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ6Q89 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.39 |
| Parity: |
1.25 |
| Time value: |
0.12 |
| Break-even: |
4.63 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
7.03% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-2.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.34 |
| High: |
1.35 |
| Low: |
1.34 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+51.69% |
| 3 Months |
|
|
+141.07% |
| YTD |
|
|
+21.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.08 |
| 1M High / 1M Low: |
1.30 |
0.89 |
| 6M High / 6M Low: |
1.59 |
0.38 |
| High (YTD): |
2024-02-08 |
1.59 |
| Low (YTD): |
2024-04-09 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.96% |
| Volatility 6M: |
|
134.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
