DZ Bank Put 60 SIX2 20.09.2024
/ DE000DJ23RV2
DZ Bank Put 60 SIX2 20.09.2024/ DE000DJ23RV2 /
8/16/2024 12:35:05 PM |
Chg.+0.020 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
SIXT SE ST O.N. |
60.00 - |
9/20/2024 |
Put |
Master data
WKN: |
DJ23RV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
8/16/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-42.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.31 |
Parity: |
-0.43 |
Time value: |
0.15 |
Break-even: |
58.50 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
2.21 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.27 |
Theta: |
-0.05 |
Omega: |
-11.59 |
Rho: |
-0.01 |
Quote data
Open: |
0.190 |
High: |
0.210 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
+33.33% |
YTD |
|
|
+207.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.360 |
0.160 |
6M High / 6M Low: |
0.360 |
0.020 |
High (YTD): |
8/5/2024 |
0.360 |
Low (YTD): |
4/8/2024 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.133 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
308.40% |
Volatility 6M: |
|
614.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |