DZ Bank Put 95 SIX2 20.06.2025
/ DE000DJ4H1Y6
DZ Bank Put 95 SIX2 20.06.2025/ DE000DJ4H1Y6 /
| 08/08/2024 13:06:20 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
95.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
DJ4H1Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
31/07/2023 |
| Last trading day: |
08/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.31 |
| Parity: |
3.07 |
| Time value: |
0.51 |
| Break-even: |
59.20 |
| Moneyness: |
1.48 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.28 |
| Spread %: |
8.48% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-1.10 |
| Rho: |
-0.62 |
Quote data
| Open: |
3.42 |
| High: |
3.54 |
| Low: |
3.42 |
| Previous Close: |
3.37 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.99% |
| 3 Months |
|
|
+41.04% |
| YTD |
|
|
+221.82% |
| 1 Year |
|
|
+122.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.57 |
3.17 |
| 6M High / 6M Low: |
3.57 |
1.40 |
| High (YTD): |
05/08/2024 |
3.57 |
| Low (YTD): |
02/01/2024 |
1.10 |
| 52W High: |
05/08/2024 |
3.57 |
| 52W Low: |
02/01/2024 |
1.10 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.41% |
| Volatility 6M: |
|
116.46% |
| Volatility 1Y: |
|
94.17% |
| Volatility 3Y: |
|
- |
