DZ Bank Put 80 P911 20.09.2024
/ DE000DJ275H0
DZ Bank Put 80 P911 20.09.2024/ DE000DJ275H0 /
| 2024-07-08 8:24:53 AM |
Chg.-0.15 |
Bid1:54:16 PM |
Ask1:54:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-13.64% |
0.86
Bid Size: 70,000 |
0.87
Ask Size: 70,000 |
PORSCHE AG VZ |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ275H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.88 |
| Time value: |
0.08 |
| Break-even: |
70.40 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-5.62 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
+251.85% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.05 |
| 1M High / 1M Low: |
1.28 |
0.79 |
| 6M High / 6M Low: |
1.28 |
0.23 |
| High (YTD): |
2024-07-02 |
1.28 |
| Low (YTD): |
2024-04-12 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.71% |
| Volatility 6M: |
|
176.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
