DZ Bank Put 100 SIX2 21.06.2024
/ DE000DJ4H1H1
DZ Bank Put 100 SIX2 21.06.2024/ DE000DJ4H1H1 /
| 2024-05-27 5:06:33 PM |
Chg.-0.03 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-1.08% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
100.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4H1H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.30 |
| Parity: |
2.39 |
| Time value: |
0.43 |
| Break-even: |
71.90 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.09 |
| Spread %: |
3.31% |
| Delta: |
-0.70 |
| Theta: |
-0.19 |
| Omega: |
-1.90 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.77 |
| High: |
2.86 |
| Low: |
2.70 |
| Previous Close: |
2.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.55% |
| 1 Month |
|
|
+97.84% |
| 3 Months |
|
|
+95.04% |
| YTD |
|
|
+316.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.38 |
| 1M High / 1M Low: |
2.78 |
1.13 |
| 6M High / 6M Low: |
2.78 |
0.66 |
| High (YTD): |
2024-05-24 |
2.78 |
| Low (YTD): |
2024-01-02 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.69% |
| Volatility 6M: |
|
224.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
