DZ Bank Put 90 SIX2 20.12.2024
/ DE000DJ4H1Q2
DZ Bank Put 90 SIX2 20.12.2024/ DE000DJ4H1Q2 /
| 03/07/2024 18:13:41 |
Chg.-0.07 |
Bid19:59:59 |
Ask19:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
-2.77% |
2.44
Bid Size: 5,000 |
2.52
Ask Size: 5,000 |
SIXT SE ST O.N. |
90.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
2.47 |
| Time value: |
0.11 |
| Break-even: |
64.20 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
3.61% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-1.94 |
| Rho: |
-0.35 |
Quote data
| Open: |
2.48 |
| High: |
2.55 |
| Low: |
2.46 |
| Previous Close: |
2.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.82% |
| 1 Month |
|
|
+33.70% |
| 3 Months |
|
|
+156.25% |
| YTD |
|
|
+296.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.24 |
| 1M High / 1M Low: |
2.53 |
1.78 |
| 6M High / 6M Low: |
2.53 |
0.76 |
| High (YTD): |
02/07/2024 |
2.53 |
| Low (YTD): |
02/01/2024 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.40% |
| Volatility 6M: |
|
167.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
