DZ Bank Put 80 SIX2 20.09.2024
/ DE000DJ23RX8
DZ Bank Put 80 SIX2 20.09.2024/ DE000DJ23RX8 /
| 2024-07-23 8:34:39 AM |
Chg.+0.010 |
Bid8:45:53 AM |
Ask8:45:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+0.66% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
80.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
1.50 |
| Time value: |
0.10 |
| Break-even: |
64.00 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
5.96% |
| Delta: |
-0.80 |
| Theta: |
-0.03 |
| Omega: |
-3.23 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.520 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.03% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+484.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.310 |
| 1M High / 1M Low: |
1.540 |
1.120 |
| 6M High / 6M Low: |
1.540 |
0.300 |
| High (YTD): |
2024-07-19 |
1.540 |
| Low (YTD): |
2024-01-02 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.89% |
| Volatility 6M: |
|
212.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
