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DZ Bank Put 70 SIX2 20.12.2024/  DE000DJ4H1L3  /

EUWAX
04/11/2024  13:06:39 Chg.0.000 Bid04/11/2024 Ask04/11/2024 Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.310
Bid Size: 20,000		 0.320
Ask Size: 20,000		 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: -21.46
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.32
Parity: -0.30
Time value: 0.34
Break-even: 66.60
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 9.68%
Delta: -0.36
Theta: -0.05
Omega: -7.79
Rho: -0.04
 

Quote data

Open: 0.300
High: 0.310
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month
  -51.56%
3 Months
  -72.07%
YTD  
+40.91%
1 Year
  -39.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.640 0.230
6M High / 6M Low: 1.200 0.230
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:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   0.529
Avg. volume 1Y:   0.000
Volatility 1M:   178.81%
Volatility 6M:   149.16%
Volatility 1Y:   154.41%
Volatility 3Y:   -