DZ Bank Put 60 BMW 21.03.2025
/ DE000DJ06EB7
DZ Bank Put 60 BMW 21.03.2025/ DE000DJ06EB7 /
26/08/2024 10:04:40 |
Chg.-0.001 |
Bid26/08/2024 |
Ask26/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
-1.79% |
0.055 Bid Size: 120,000 |
0.075 Ask Size: 120,000 |
BAY.MOTOREN WERKE AG... |
60.00 - |
21/03/2025 |
Put |
Master data
WKN: |
DJ06EB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
21/03/2025 |
Issue date: |
19/04/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-111.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-2.45 |
Time value: |
0.08 |
Break-even: |
59.24 |
Moneyness: |
0.71 |
Premium: |
0.30 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.02 |
Spread %: |
35.71% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-7.60 |
Rho: |
-0.04 |
Quote data
Open: |
0.055 |
High: |
0.056 |
Low: |
0.055 |
Previous Close: |
0.056 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.06% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-6.78% |
YTD |
|
|
-63.33% |
1 Year |
|
|
-79.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.064 |
0.056 |
1M High / 1M Low: |
0.130 |
0.056 |
6M High / 6M Low: |
0.130 |
0.049 |
High (YTD): |
17/01/2024 |
0.160 |
Low (YTD): |
20/05/2024 |
0.049 |
52W High: |
27/10/2023 |
0.290 |
52W Low: |
20/05/2024 |
0.049 |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.068 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.127 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
196.47% |
Volatility 6M: |
|
136.54% |
Volatility 1Y: |
|
115.73% |
Volatility 3Y: |
|
- |