DZ Bank Put 80 SIX2 20.09.2024
/ DE000DJ23RX8
DZ Bank Put 80 SIX2 20.09.2024/ DE000DJ23RX8 /
25/07/2024 13:34:38 |
Chg.+0.390 |
Bid21:58:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.170EUR |
+21.91% |
- Bid Size: - |
- Ask Size: - |
SIXT SE ST O.N. |
80.00 - |
20/09/2024 |
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 - |
Maturity: |
20/09/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
26/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.76 |
Historic volatility: |
0.31 |
Parity: |
1.57 |
Time value: |
0.09 |
Break-even: |
63.40 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.83 |
Theta: |
-0.06 |
Omega: |
-3.21 |
Rho: |
-0.05 |
Quote data
Open: |
1.810 |
High: |
2.170 |
Low: |
1.810 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+138.46% |
YTD |
|
|
+734.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
2.170 |
0.300 |
High (YTD): |
25/07/2024 |
2.170 |
Low (YTD): |
02/01/2024 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.810 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
229.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |