DZ Bank Put 80 SIX2 20.09.2024
/ DE000DJ23RX8
DZ Bank Put 80 SIX2 20.09.2024/ DE000DJ23RX8 /
| 03/07/2024 21:34:45 |
Chg.-0.080 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-5.37% |
1.400
Bid Size: 2,000 |
1.460
Ask Size: 2,000 |
SIXT SE ST O.N. |
80.00 EUR |
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 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
1.410 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.63% |
| 1 Month |
|
|
+54.95% |
| 3 Months |
|
|
+261.54% |
| YTD |
|
|
+442.31% |
| 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): |
02/07/2024 |
1.490 |
| Low (YTD): |
02/01/2024 |
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: |
|
- |
