DZ Bank Put 7 TUI1 20.09.2024
/ DE000DJ7EUT0
DZ Bank Put 7 TUI1 20.09.2024/ DE000DJ7EUT0 /
| 2024-08-08 9:35:05 PM |
Chg.-0.060 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-3.77% |
1.540
Bid Size: 12,500 |
1.840
Ask Size: 12,500 |
TUI AG |
7.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7EUT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.42 |
| Parity: |
1.65 |
| Time value: |
0.23 |
| Break-even: |
5.12 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.30 |
| Spread %: |
18.99% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-2.07 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.570 |
| High: |
1.720 |
| Low: |
1.530 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.50% |
| 1 Month |
|
|
+150.82% |
| 3 Months |
|
|
+77.91% |
| YTD |
|
|
+48.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.200 |
| 1M High / 1M Low: |
1.600 |
0.390 |
| 6M High / 6M Low: |
1.600 |
0.390 |
| High (YTD): |
2024-08-05 |
1.600 |
| Low (YTD): |
2024-07-17 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.70% |
| Volatility 6M: |
|
181.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
