DZ Bank Put 700 RAA 20.12.2024
/ DE000DJ5AV73
DZ Bank Put 700 RAA 20.12.2024/ DE000DJ5AV73 /
| 8/30/2024 10:04:55 AM |
Chg.+0.080 |
Bid10:15:21 AM |
Ask10:15:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+23.53% |
0.420
Bid Size: 20,000 |
0.570
Ask Size: 20,000 |
RATIONAL AG |
700.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ5AV7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-117.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-20.15 |
| Time value: |
0.77 |
| Break-even: |
692.30 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.45 |
| Spread %: |
140.63% |
| Delta: |
-0.08 |
| Theta: |
-0.12 |
| Omega: |
-9.74 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.310 |
| High: |
0.440 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
-79.51% |
| 3 Months |
|
|
-84.15% |
| YTD |
|
|
-94.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.300 |
| 1M High / 1M Low: |
2.880 |
0.300 |
| 6M High / 6M Low: |
6.680 |
0.300 |
| High (YTD): |
1/5/2024 |
9.600 |
| Low (YTD): |
8/23/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.48% |
| Volatility 6M: |
|
186.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
