DZ Bank Put 70 SIX2 20.12.2024
/ DE000DJ4H1L3
DZ Bank Put 70 SIX2 20.12.2024/ DE000DJ4H1L3 /
| 03/07/2024 21:35:01 |
Chg.-0.050 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
0.820
Bid Size: 2,000 |
0.850
Ask Size: 2,000 |
SIXT SE ST O.N. |
70.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4H1L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
31/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.47 |
| Time value: |
0.43 |
| Break-even: |
61.00 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-3.81 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.860 |
| High: |
0.900 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+41.38% |
| 3 Months |
|
|
+192.86% |
| YTD |
|
|
+272.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
0.870 |
0.540 |
| 6M High / 6M Low: |
0.870 |
0.240 |
| High (YTD): |
02/07/2024 |
0.870 |
| Low (YTD): |
02/01/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.54% |
| Volatility 6M: |
|
160.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
