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DZ Bank Put 70 SIX2 20.12.2024/  DE000DJ4H1L3  /

EUWAX
23/08/2024  18:12:53 Chg.-0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.830EUR -1.19% -
Bid Size: -		 -
Ask Size: -		 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: -7.48
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.57
Implied volatility: 0.39
Historic volatility: 0.31
Parity: 0.57
Time value: 0.29
Break-even: 61.40
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 3.61%
Delta: -0.59
Theta: -0.02
Omega: -4.40
Rho: -0.15
 

Quote data

Open: 0.840
High: 0.870
Low: 0.820
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.79%
1 Month
  -20.19%
3 Months  
+33.87%
YTD  
+277.27%
1 Year  
+88.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.790
1M High / 1M Low: 1.200 0.790
6M High / 6M Low: 1.200 0.240
High (YTD): 05/08/2024 1.200
Low (YTD): 02/01/2024 0.210
52W High: 05/08/2024 1.200
52W Low: 02/01/2024 0.210
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   0.987
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   0.503
Avg. volume 1Y:   0.000
Volatility 1M:   128.78%
Volatility 6M:   169.44%
Volatility 1Y:   138.23%
Volatility 3Y:   -