DZ Bank Put 90 P911 20.12.2024
/ DE000DJ45RY9
DZ Bank Put 90 P911 20.12.2024/ DE000DJ45RY9 /
| 2024-07-25 8:26:21 AM |
Chg.+0.07 |
Bid11:24:03 AM |
Ask11:24:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+3.35% |
2.13
Bid Size: 70,000 |
2.15
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: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.76% |
| 1 Month |
|
|
+7.46% |
| 3 Months |
|
|
+154.12% |
| YTD |
|
|
+47.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.74 |
| 1M High / 1M Low: |
2.25 |
1.52 |
| 6M High / 6M Low: |
2.25 |
0.68 |
| High (YTD): |
2024-07-02 |
2.25 |
| Low (YTD): |
2024-04-12 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.28% |
| Volatility 6M: |
|
123.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
