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DZ Bank Put 90 ADN1/D 20.12.2024/  DE000DJ3SVF6  /

Frankfurt Zert./DZB
2024-07-31  12:34:50 PM Chg.+0.040 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.740EUR +5.71% 0.740
Bid Size: 5,000		 0.780
Ask Size: 5,000		 ADESSO SE INH O.N. 90.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ3SVF
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADESSO SE INH O.N.
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.43
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.36
Parity: -0.26
Time value: 0.81
Break-even: 81.90
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.32
Spread abs.: 0.12
Spread %: 17.39%
Delta: -0.39
Theta: -0.03
Omega: -4.40
Rho: -0.17
 

Quote data

Open: 0.700
High: 0.750
Low: 0.700
Previous Close: 0.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.16%
1 Month
  -41.73%
3 Months
  -7.50%
YTD
  -18.68%
1 Year
  -35.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.700
1M High / 1M Low: 1.360 0.700
6M High / 6M Low: 1.510 0.700
High (YTD): 2024-02-07 1.510
Low (YTD): 2024-07-30 0.700
52W High: 2023-10-26 1.690
52W Low: 2024-07-30 0.700
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   1.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.993
Avg. volume 6M:   0.000
Avg. price 1Y:   1.065
Avg. volume 1Y:   0.000
Volatility 1M:   107.51%
Volatility 6M:   114.08%
Volatility 1Y:   97.67%
Volatility 3Y:   -