DZ Bank Put 80 SIX2 20.12.2024
/ DE000DJ4H1N9
DZ Bank Put 80 SIX2 20.12.2024/ DE000DJ4H1N9 /
| 2024-07-03 5:06:40 PM |
Chg.-0.05 |
Bid6:00:17 PM |
Ask6:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-3.11% |
1.55
Bid Size: 7,000 |
1.60
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: |
1.57 |
| High: |
1.62 |
| Low: |
1.56 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+40.54% |
| 3 Months |
|
|
+194.34% |
| YTD |
|
|
+321.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.38 |
| 1M High / 1M Low: |
1.61 |
1.06 |
| 6M High / 6M Low: |
1.61 |
0.45 |
| High (YTD): |
2024-07-02 |
1.61 |
| Low (YTD): |
2024-01-02 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.28% |
| Volatility 6M: |
|
183.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
