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DZ Bank Put 95 ADN1/D 20.12.2024/  DE000DJ3SVG4  /

Frankfurt Zert./DZB
2024-07-05  9:34:54 PM Chg.-0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.470EUR -0.68% 1.450
Bid Size: 500		 1.570
Ask Size: 500		 ADESSO SE INH O.N. 95.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ3SVG
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADESSO SE INH O.N.
Type: Warrant
Option type: Put
Strike price: 95.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.52
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.84
Implied volatility: 0.50
Historic volatility: 0.37
Parity: 0.84
Time value: 0.73
Break-even: 79.30
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.12
Spread %: 8.28%
Delta: -0.52
Theta: -0.03
Omega: -2.89
Rho: -0.28
 

Quote data

Open: 1.530
High: 1.570
Low: 1.470
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.53%
1 Month  
+58.06%
3 Months  
+42.72%
YTD  
+37.38%
1 Year  
+24.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.470
1M High / 1M Low: 1.720 0.940
6M High / 6M Low: 1.790 0.920
High (YTD): 2024-02-07 1.790
Low (YTD): 2024-06-05 0.920
52W High: 2023-10-26 2.000
52W Low: 2024-06-05 0.920
Avg. price 1W:   1.616
Avg. volume 1W:   0.000
Avg. price 1M:   1.272
Avg. volume 1M:   0.000
Avg. price 6M:   1.237
Avg. volume 6M:   0.000
Avg. price 1Y:   1.283
Avg. volume 1Y:   0.000
Volatility 1M:   129.46%
Volatility 6M:   105.08%
Volatility 1Y:   93.80%
Volatility 3Y:   -