DZ Bank Put 75 BNR 20.12.2024
/ DE000DJ5C0J3
DZ Bank Put 75 BNR 20.12.2024/ DE000DJ5C0J3 /
| 2024-09-26 6:09:05 PM |
Chg.-0.19 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-14.18% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ5C0J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
1.36 |
| Time value: |
0.06 |
| Break-even: |
60.80 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
5.97% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-3.50 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.31 |
| High: |
1.33 |
| Low: |
1.15 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+13.86% |
| 3 Months |
|
|
-0.86% |
| YTD |
|
|
+180.49% |
| 1 Year |
|
|
+36.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.95 |
| 1M High / 1M Low: |
1.34 |
0.82 |
| 6M High / 6M Low: |
1.34 |
0.43 |
| High (YTD): |
2024-09-25 |
1.34 |
| Low (YTD): |
2024-03-01 |
0.27 |
| 52W High: |
2024-09-25 |
1.34 |
| 52W Low: |
2024-03-01 |
0.27 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.18% |
| Volatility 6M: |
|
132.18% |
| Volatility 1Y: |
|
118.09% |
| Volatility 3Y: |
|
- |
