DZ Bank Put 10 M5Z/D 20.09.2024
/ DE000DJ87967
DZ Bank Put 10 M5Z/D 20.09.2024/ DE000DJ87967 /
| 28/05/2024 20:34:36 |
Chg.-0.020 |
Bid28/05/2024 |
Ask28/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
-0.74% |
2.680
Bid Size: 750 |
2.960
Ask Size: 750 |
MANZ AG |
10.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ8796 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.54 |
| Parity: |
2.40 |
| Time value: |
0.58 |
| Break-even: |
7.02 |
| Moneyness: |
1.32 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.30 |
| Spread %: |
11.19% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-1.61 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.680 |
| High: |
2.770 |
| Low: |
2.680 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.83% |
| 1 Month |
|
|
+3.08% |
| 3 Months |
|
|
+70.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.700 |
| 1M High / 1M Low: |
2.900 |
2.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
