DZ Bank Put 7 PBB 20.09.2024
/ DE000DJ587F2
DZ Bank Put 7 PBB 20.09.2024/ DE000DJ587F2 /
2024-07-25 11:06:37 AM |
Chg.+0.17 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
2.00EUR |
+9.29% |
2.00 Bid Size: 20,000 |
- 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: |
-2.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.73 |
Implied volatility: |
0.69 |
Historic volatility: |
0.41 |
Parity: |
1.73 |
Time value: |
0.10 |
Break-even: |
5.18 |
Moneyness: |
1.33 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.81 |
Theta: |
0.00 |
Omega: |
-2.35 |
Rho: |
-0.01 |
Quote data
Open: |
1.85 |
High: |
2.00 |
Low: |
1.85 |
Previous Close: |
1.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.05% |
1 Month |
|
|
+2.04% |
3 Months |
|
|
-31.74% |
YTD |
|
|
+37.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.83 |
1.47 |
1M High / 1M Low: |
2.13 |
1.47 |
6M High / 6M Low: |
3.85 |
1.47 |
High (YTD): |
2024-02-28 |
3.85 |
Low (YTD): |
2024-01-08 |
1.45 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.22% |
Volatility 6M: |
|
84.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |