DZ Bank Put 90 P911 20.06.2025
/ DE000DJ45RZ6
DZ Bank Put 90 P911 20.06.2025/ DE000DJ45RZ6 /
2024-07-25 11:35:01 AM |
Chg.-0.040 |
Bid11:53:21 AM |
Ask11:53:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.180EUR |
-1.80% |
2.200 Bid Size: 70,000 |
2.210 Ask Size: 70,000 |
PORSCHE AG VZ |
90.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ45RZ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.37 |
Historic volatility: |
0.28 |
Parity: |
2.12 |
Time value: |
0.11 |
Break-even: |
67.70 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
-0.69 |
Theta: |
-0.01 |
Omega: |
-2.13 |
Rho: |
-0.63 |
Quote data
Open: |
2.210 |
High: |
2.340 |
Low: |
2.180 |
Previous Close: |
2.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.20% |
1 Month |
|
|
+9.00% |
3 Months |
|
|
+84.75% |
YTD |
|
|
+33.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.220 |
1.860 |
1M High / 1M Low: |
2.250 |
1.670 |
6M High / 6M Low: |
2.250 |
0.930 |
High (YTD): |
2024-07-02 |
2.250 |
Low (YTD): |
2024-04-11 |
0.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.980 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.543 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.55% |
Volatility 6M: |
|
91.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |