DZ Bank Put 8 PBB 20.12.2024
/ DE000DJ4P262
DZ Bank Put 8 PBB 20.12.2024/ DE000DJ4P262 /
| 2024-07-25 5:06:48 PM |
Chg.+0.11 |
Bid5:48:36 PM |
Ask5:48:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
+3.55% |
3.20
Bid Size: 7,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4P26 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.41 |
| Parity: |
2.73 |
| Time value: |
0.38 |
| Break-even: |
4.90 |
| Moneyness: |
1.52 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-1.14 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.11 |
| High: |
3.32 |
| Low: |
3.11 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.30% |
| 1 Month |
|
|
+0.94% |
| 3 Months |
|
|
-19.95% |
| YTD |
|
|
+40.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.76 |
| 1M High / 1M Low: |
3.35 |
2.76 |
| 6M High / 6M Low: |
4.85 |
2.66 |
| High (YTD): |
2024-02-28 |
4.85 |
| Low (YTD): |
2024-01-08 |
2.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.32% |
| Volatility 6M: |
|
58.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
