DZ Bank Put 60 TLX 20.12.2024
/ DE000DJ4T6N4
DZ Bank Put 60 TLX 20.12.2024/ DE000DJ4T6N4 /
2024-07-09 9:04:57 PM |
Chg.+0.010 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+12.50% |
0.090 Bid Size: 15,000 |
0.120 Ask Size: 15,000 |
TALANX AG NA O.N. |
60.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ4T6N |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TALANX AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-65.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
-1.22 |
Time value: |
0.11 |
Break-even: |
58.90 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
37.50% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-8.93 |
Rho: |
-0.05 |
Quote data
Open: |
0.090 |
High: |
0.100 |
Low: |
0.090 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
-59.09% |
YTD |
|
|
-78.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.080 |
1M High / 1M Low: |
0.100 |
0.057 |
6M High / 6M Low: |
0.380 |
0.057 |
High (YTD): |
2024-01-03 |
0.430 |
Low (YTD): |
2024-06-27 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.41% |
Volatility 6M: |
|
165.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |