DZ Bank Put 80 HEI 20.09.2024
/ DE000DJ7ERD0
DZ Bank Put 80 HEI 20.09.2024/ DE000DJ7ERD0 /
| 2024-07-10 9:35:08 PM |
Chg.-0.005 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-9.62% |
0.047
Bid Size: 5,000 |
0.087
Ask Size: 5,000 |
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: |
-106.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-1.76 |
| Time value: |
0.09 |
| Break-even: |
79.08 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.04 |
| Spread %: |
76.92% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-11.03 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.052 |
| High: |
0.068 |
| Low: |
0.047 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.97% |
| 1 Month |
|
|
-47.78% |
| 3 Months |
|
|
-79.57% |
| YTD |
|
|
-92.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.019 |
| 1M High / 1M Low: |
0.100 |
0.019 |
| 6M High / 6M Low: |
0.570 |
0.019 |
| High (YTD): |
2024-01-03 |
0.750 |
| Low (YTD): |
2024-07-08 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
725.54% |
| Volatility 6M: |
|
334.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
