DZ Bank Put 85 SIX2 20.12.2024
/ DE000DJ4H1P4
DZ Bank Put 85 SIX2 20.12.2024/ DE000DJ4H1P4 /
| 23/07/2024 18:13:54 |
Chg.+0.12 |
Bid19:33:47 |
Ask19:33:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+5.74% |
2.21
Bid Size: 7,000 |
2.28
Ask Size: 7,000 |
SIXT SE ST O.N. |
85.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4H1P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
31/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
2.00 |
| Time value: |
0.12 |
| Break-even: |
63.80 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.91% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-2.32 |
| Rho: |
-0.29 |
Quote data
| Open: |
2.07 |
| High: |
2.21 |
| Low: |
2.07 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+24.86% |
| 3 Months |
|
|
+194.67% |
| YTD |
|
|
+360.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.87 |
| 1M High / 1M Low: |
2.10 |
1.64 |
| 6M High / 6M Low: |
2.10 |
0.63 |
| High (YTD): |
19/07/2024 |
2.10 |
| Low (YTD): |
02/01/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.11% |
| Volatility 6M: |
|
173.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
