DZ Bank Put 65 TOTB 20.09.2024
/ DE000DJ27872
DZ Bank Put 65 TOTB 20.09.2024/ DE000DJ27872 /
| 10/07/2024 20:35:15 |
Chg.0.000 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.300
Bid Size: 28,000 |
0.350
Ask Size: 28,000 |
TOTALENERGIES SE EO... |
65.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ2787 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.18 |
| Time value: |
0.18 |
| Break-even: |
61.40 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-9.65 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-55.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.170 |
| 1M High / 1M Low: |
0.530 |
0.170 |
| 6M High / 6M Low: |
0.870 |
0.160 |
| High (YTD): |
17/01/2024 |
0.870 |
| Low (YTD): |
09/05/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.13% |
| Volatility 6M: |
|
200.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
