DZ Bank Put 10 ZIL2 20.12.2024
/ DE000DJ03J95
DZ Bank Put 10 ZIL2 20.12.2024/ DE000DJ03J95 /
| 5/17/2024 6:09:32 PM |
Chg.-0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
-1.73% |
-
Bid Size: - |
-
Ask Size: - |
ELRINGKLINGER AG NA ... |
10.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DJ03J9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.39 |
| Parity: |
3.84 |
| Time value: |
0.26 |
| Break-even: |
5.90 |
| Moneyness: |
1.62 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
3.80% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-1.06 |
| Rho: |
-0.05 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
3.96 |
| Previous Close: |
4.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.59% |
| 1 Month |
|
|
+11.52% |
| 3 Months |
|
|
-11.97% |
| YTD |
|
|
-14.99% |
| 1 Year |
|
|
+75.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.15 |
3.97 |
| 1M High / 1M Low: |
4.43 |
3.52 |
| 6M High / 6M Low: |
5.39 |
3.10 |
| High (YTD): |
2/8/2024 |
5.39 |
| Low (YTD): |
4/9/2024 |
3.10 |
| 52W High: |
2/8/2024 |
5.39 |
| 52W Low: |
5/23/2023 |
2.20 |
| Avg. price 1W: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
56.98% |
| Volatility 6M: |
|
53.66% |
| Volatility 1Y: |
|
50.58% |
| Volatility 3Y: |
|
- |
