DZ Bank Put 80 SIX2 20.09.2024
/ DE000DJ23RX8
DZ Bank Put 80 SIX2 20.09.2024/ DE000DJ23RX8 /
| 7/3/2024 6:04:41 PM |
Chg.-0.040 |
Bid7/3/2024 |
Ask7/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-2.68% |
1.450
Bid Size: 7,000 |
1.500
Ask Size: 7,000 |
SIXT SE ST O.N. |
80.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ23RX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
1.47 |
| Time value: |
0.08 |
| Break-even: |
64.50 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
4.03% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-3.35 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.490 |
| High: |
1.550 |
| Low: |
1.430 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.89% |
| 1 Month |
|
|
+59.34% |
| 3 Months |
|
|
+271.79% |
| YTD |
|
|
+457.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.230 |
| 1M High / 1M Low: |
1.490 |
0.870 |
| 6M High / 6M Low: |
1.490 |
0.300 |
| High (YTD): |
7/2/2024 |
1.490 |
| Low (YTD): |
1/2/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.11% |
| Volatility 6M: |
|
214.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
