DZ Bank Put 60 BNR 20.09.2024
/ DE000DJ20T92
DZ Bank Put 60 BNR 20.09.2024/ DE000DJ20T92 /
| 2024-07-26 6:13:07 PM |
Chg.-0.010 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-14.29% |
0.060
Bid Size: 20,000 |
0.100
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
60.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ20T9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-59.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-0.51 |
| Time value: |
0.11 |
| Break-even: |
58.90 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.04 |
| Spread %: |
57.14% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-13.18 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.084 |
| Low: |
0.060 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.060 |
| 1M High / 1M Low: |
0.140 |
0.060 |
| 6M High / 6M Low: |
0.140 |
0.010 |
| High (YTD): |
2024-06-28 |
0.140 |
| Low (YTD): |
2024-03-06 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.35% |
| Volatility 6M: |
|
519.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
