DZ Bank Put 75 SIX2 20.12.2024
/ DE000DJ4H1M1
DZ Bank Put 75 SIX2 20.12.2024/ DE000DJ4H1M1 /
| 8/23/2024 6:12:53 PM |
Chg.-0.02 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-1.64% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
75.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ4H1M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/31/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
1.07 |
| Time value: |
0.19 |
| Break-even: |
62.40 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
5.00% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-3.49 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.22 |
| High: |
1.26 |
| Low: |
1.19 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-15.49% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+328.57% |
| 1 Year |
|
|
+118.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.14 |
| 1M High / 1M Low: |
1.60 |
1.14 |
| 6M High / 6M Low: |
1.60 |
0.33 |
| High (YTD): |
8/5/2024 |
1.60 |
| Low (YTD): |
1/2/2024 |
0.28 |
| 52W High: |
8/5/2024 |
1.60 |
| 52W Low: |
1/2/2024 |
0.28 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.72% |
| Volatility 6M: |
|
196.13% |
| Volatility 1Y: |
|
154.60% |
| Volatility 3Y: |
|
- |
