DZ Bank Put 80 SIX2 20.12.2024
/ DE000DJ4H1N9
DZ Bank Put 80 SIX2 20.12.2024/ DE000DJ4H1N9 /
| 23/08/2024 18:12:53 |
Chg.-0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-0.60% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
80.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
1.57 |
| Time value: |
0.16 |
| Break-even: |
62.70 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
5.49% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-2.72 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.66 |
| High: |
1.71 |
| Low: |
1.64 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
-10.33% |
| 3 Months |
|
|
+47.32% |
| YTD |
|
|
+345.95% |
| 1 Year |
|
|
+135.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.59 |
| 1M High / 1M Low: |
2.05 |
1.59 |
| 6M High / 6M Low: |
2.05 |
0.47 |
| High (YTD): |
05/08/2024 |
2.05 |
| Low (YTD): |
02/01/2024 |
0.37 |
| 52W High: |
05/08/2024 |
2.05 |
| 52W Low: |
02/01/2024 |
0.37 |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
91.57% |
| Volatility 6M: |
|
183.78% |
| Volatility 1Y: |
|
145.18% |
| Volatility 3Y: |
|
- |
