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DZ Bank Put 100 GXI 20.12.2024/  DE000DJ1DJH3  /

EUWAX
2024-06-05  5:06:33 PM Chg.-0.030 Bid5:40:48 PM Ask5:40:48 PM Underlying Strike price Expiration date Option type
0.880EUR -3.30% 0.900
Bid Size: 26,250		 0.930
Ask Size: 26,250		 GERRESHEIMER AG 100.00 - 2024-12-20 Put
 

Master data

WKN: DJ1DJH
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-04-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.47
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.40
Parity: -0.67
Time value: 0.93
Break-even: 90.70
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 3.33%
Delta: -0.34
Theta: -0.03
Omega: -3.85
Rho: -0.24
 

Quote data

Open: 0.890
High: 0.900
Low: 0.820
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.72%
1 Month
  -24.79%
3 Months
  -13.73%
YTD
  -48.24%
1 Year
  -38.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.890
1M High / 1M Low: 1.490 0.890
6M High / 6M Low: 2.140 0.890
High (YTD): 2024-01-17 2.060
Low (YTD): 2024-06-03 0.890
52W High: 2023-11-16 2.290
52W Low: 2023-09-04 0.800
Avg. price 1W:   0.990
Avg. volume 1W:   0.000
Avg. price 1M:   1.130
Avg. volume 1M:   0.000
Avg. price 6M:   1.437
Avg. volume 6M:   0.000
Avg. price 1Y:   1.435
Avg. volume 1Y:   0.000
Volatility 1M:   163.27%
Volatility 6M:   114.82%
Volatility 1Y:   114.43%
Volatility 3Y:   -