DZ Bank Put 10 FTE 20.09.2024
/ DE000DJ27484
DZ Bank Put 10 FTE 20.09.2024/ DE000DJ27484 /
| 2024-06-19 11:35:21 AM |
Chg.-0.020 |
Bid11:46:49 AM |
Ask11:46:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.660
Bid Size: 50,000 |
0.670
Ask Size: 50,000 |
ORANGE INH. ... |
10.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ2748 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.64 |
| Time value: |
0.09 |
| Break-even: |
9.27 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
5.80% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-8.85 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.07% |
| 1 Month |
|
|
+294.12% |
| 3 Months |
|
|
+109.38% |
| YTD |
|
|
+21.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.540 |
| 1M High / 1M Low: |
0.780 |
0.130 |
| 6M High / 6M Low: |
0.780 |
0.130 |
| High (YTD): |
2024-06-14 |
0.780 |
| Low (YTD): |
2024-06-03 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.69% |
| Volatility 6M: |
|
205.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
