DZ Bank Put 90 P911 20.12.2024
/ DE000DJ45RY9
DZ Bank Put 90 P911 20.12.2024/ DE000DJ45RY9 /
| 2024-07-25 10:34:35 AM |
Chg.+0.120 |
Bid10:35:25 AM |
Ask10:35:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+5.58% |
2.260
Bid Size: 70,000 |
2.280
Ask Size: 70,000 |
PORSCHE AG VZ |
90.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ45RY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
2.12 |
| Time value: |
0.05 |
| Break-even: |
68.30 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-2.53 |
| Rho: |
-0.31 |
Quote data
| Open: |
2.150 |
| High: |
2.290 |
| Low: |
2.150 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.71% |
| 1 Month |
|
|
+18.85% |
| 3 Months |
|
|
+146.74% |
| YTD |
|
|
+54.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.750 |
| 1M High / 1M Low: |
2.200 |
1.530 |
| 6M High / 6M Low: |
2.200 |
0.690 |
| High (YTD): |
2024-07-02 |
2.200 |
| Low (YTD): |
2024-04-11 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.887 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.23% |
| Volatility 6M: |
|
114.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
