DZ Bank Put 75 SIX2 20.09.2024
/ DE000DJ23RW0
DZ Bank Put 75 SIX2 20.09.2024/ DE000DJ23RW0 /
| 23/07/2024 12:05:52 |
Chg.+0.04 |
Bid12:37:18 |
Ask12:37:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+3.70% |
1.11
Bid Size: 20,000 |
1.13
Ask Size: 20,000 |
SIXT SE ST O.N. |
75.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ23RW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
1.00 |
| Time value: |
0.12 |
| Break-even: |
63.80 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
5.66% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-4.33 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.07 |
| High: |
1.14 |
| Low: |
1.07 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.84% |
| 1 Month |
|
|
+28.74% |
| 3 Months |
|
|
+330.77% |
| YTD |
|
|
+460.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.89 |
| 1M High / 1M Low: |
1.09 |
0.73 |
| 6M High / 6M Low: |
1.09 |
0.20 |
| High (YTD): |
19/07/2024 |
1.09 |
| Low (YTD): |
02/01/2024 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
2.36 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.77% |
| Volatility 6M: |
|
239.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
