DZ Bank Put 7 PBB 20.09.2024
/ DE000DJ587F2
DZ Bank Put 7 PBB 20.09.2024/ DE000DJ587F2 /
| 2024-07-26 6:04:27 PM |
Chg.-0.080 |
Bid2024-07-26 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-4.12% |
1.860
Bid Size: 7,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
7.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ587F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.41 |
| Parity: |
1.80 |
| Time value: |
0.13 |
| Break-even: |
5.07 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-2.12 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.950 |
| High: |
2.020 |
| Low: |
1.860 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.53% |
| 1 Month |
|
|
-6.06% |
| 3 Months |
|
|
-33.81% |
| YTD |
|
|
+28.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.610 |
| 1M High / 1M Low: |
2.130 |
1.460 |
| 6M High / 6M Low: |
3.830 |
1.460 |
| High (YTD): |
2024-02-28 |
3.830 |
| Low (YTD): |
2024-01-08 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.50% |
| Volatility 6M: |
|
85.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
