DZ Bank Put 80 SIX2 20.09.2024
/ DE000DJ23RX8
DZ Bank Put 80 SIX2 20.09.2024/ DE000DJ23RX8 /
| 2024-07-23 8:13:25 AM |
Chg.-0.02 |
Bid8:45:53 AM |
Ask8:45:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-1.30% |
1.52
Bid Size: 7,000 |
1.59
Ask Size: 7,000 |
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: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+289.74% |
| YTD |
|
|
+462.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.32 |
| 1M High / 1M Low: |
1.55 |
1.09 |
| 6M High / 6M Low: |
1.55 |
0.31 |
| High (YTD): |
2024-07-19 |
1.55 |
| Low (YTD): |
2024-01-02 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.03% |
| Volatility 6M: |
|
264.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
