DZ Bank Put 80 SIX2 20.06.2025
/ DE000DJ4H1V2
DZ Bank Put 80 SIX2 20.06.2025/ DE000DJ4H1V2 /
03/10/2024 09:35:16 |
Chg.+0.040 |
Bid10:02:49 |
Ask10:02:49 |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
+2.29% |
1.880 Bid Size: 20,000 |
1.890 Ask Size: 20,000 |
SIXT SE ST O.N. |
80.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ4H1V |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
31/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.41 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
1.41 |
Time value: |
0.38 |
Break-even: |
62.20 |
Moneyness: |
1.21 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.71% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-2.24 |
Rho: |
-0.41 |
Quote data
Open: |
1.760 |
High: |
1.790 |
Low: |
1.750 |
Previous Close: |
1.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.79% |
1 Month |
|
|
-12.25% |
3 Months |
|
|
0.00% |
YTD |
|
|
+208.62% |
1 Year |
|
|
+57.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.880 |
1.750 |
1M High / 1M Low: |
2.160 |
1.750 |
6M High / 6M Low: |
2.200 |
0.720 |
High (YTD): |
05/08/2024 |
2.200 |
Low (YTD): |
02/01/2024 |
0.590 |
52W High: |
05/08/2024 |
2.200 |
52W Low: |
29/12/2023 |
0.580 |
Avg. price 1W: |
|
1.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.990 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.592 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.246 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
89.77% |
Volatility 6M: |
|
105.36% |
Volatility 1Y: |
|
93.61% |
Volatility 3Y: |
|
- |