DZ Bank Put 90 ADN1/D 20.09.2024
/ DE000DJ878K5
DZ Bank Put 90 ADN1/D 20.09.2024/ DE000DJ878K5 /
| 05/07/2024 21:35:12 |
Chg.-0.010 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-1.16% |
0.830
Bid Size: 500 |
0.950
Ask Size: 500 |
ADESSO SE INH O.N. |
90.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ878K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
0.34 |
| Time value: |
0.61 |
| Break-even: |
80.50 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.12 |
| Spread %: |
14.46% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-4.63 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.900 |
| High: |
0.940 |
| Low: |
0.850 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
+93.18% |
| 3 Months |
|
|
+44.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.850 |
| 1M High / 1M Low: |
1.080 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
