DZ Bank Put 90 SIX2 20.12.2024
/ DE000DJ4H1Q2
DZ Bank Put 90 SIX2 20.12.2024/ DE000DJ4H1Q2 /
| 2024-07-23 8:24:09 AM |
Chg.-0.02 |
Bid8:54:02 AM |
Ask8:54:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-0.78% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
90.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4H1Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
2.50 |
| Time value: |
0.13 |
| Break-even: |
63.70 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
3.54% |
| Delta: |
-0.77 |
| Theta: |
-0.02 |
| Omega: |
-1.89 |
| Rho: |
-0.31 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.44% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+160.20% |
| YTD |
|
|
+311.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.33 |
| 1M High / 1M Low: |
2.58 |
2.05 |
| 6M High / 6M Low: |
2.58 |
0.83 |
| High (YTD): |
2024-07-19 |
2.58 |
| Low (YTD): |
2024-01-02 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.80% |
| Volatility 6M: |
|
166.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
