DZ Bank Put 80 HEI 20.09.2024
/ DE000DJ7ERD0
DZ Bank Put 80 HEI 20.09.2024/ DE000DJ7ERD0 /
| 2024-08-05 9:34:48 PM |
Chg.+0.040 |
Bid9:58:04 PM |
Ask2024-08-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+44.44% |
0.130
Bid Size: 5,000 |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7ERD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-68.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-0.97 |
| Time value: |
0.13 |
| Break-even: |
78.70 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.04 |
| Spread %: |
44.44% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-12.35 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.220 |
| Low: |
0.120 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+584.21% |
| 1 Month |
|
|
+170.83% |
| 3 Months |
|
|
-27.78% |
| YTD |
|
|
-80.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.003 |
| 1M High / 1M Low: |
0.090 |
0.001 |
| 6M High / 6M Low: |
0.540 |
0.001 |
| High (YTD): |
2024-01-03 |
0.750 |
| Low (YTD): |
2024-07-22 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,535.27% |
| Volatility 6M: |
|
1,492.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
