DZ Bank Put 80 SIX2 20.12.2024
/ DE000DJ4H1N9
DZ Bank Put 80 SIX2 20.12.2024/ DE000DJ4H1N9 /
| 2024-07-03 6:04:36 PM |
Chg.-0.030 |
Bid2024-07-03 |
Ask2024-07-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-1.90% |
1.550
Bid Size: 7,000 |
1.600
Ask Size: 7,000 |
SIXT SE ST O.N. |
80.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4H1N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
1.47 |
| Time value: |
0.17 |
| Break-even: |
63.60 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.80% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-2.78 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.570 |
| High: |
1.630 |
| Low: |
1.530 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.14% |
| 1 Month |
|
|
+42.20% |
| 3 Months |
|
|
+192.45% |
| YTD |
|
|
+318.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.370 |
| 1M High / 1M Low: |
1.580 |
1.050 |
| 6M High / 6M Low: |
1.580 |
0.440 |
| High (YTD): |
2024-07-02 |
1.580 |
| Low (YTD): |
2024-01-02 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.762 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.76% |
| Volatility 6M: |
|
151.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
