DZ Bank Put 12 TEG 20.09.2024
/ DE000DJ59DF9
DZ Bank Put 12 TEG 20.09.2024/ DE000DJ59DF9 /
| 2024-06-04 1:34:44 PM |
Chg.+0.030 |
Bid1:54:03 PM |
Ask1:54:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+6.38% |
0.490
Bid Size: 20,000 |
0.510
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ59DF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
-2.52 |
| Time value: |
0.53 |
| Break-even: |
11.47 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.06 |
| Spread %: |
12.77% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-5.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.500 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-36.71% |
| 3 Months |
|
|
-75.12% |
| YTD |
|
|
-64.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.470 |
| 1M High / 1M Low: |
0.820 |
0.470 |
| 6M High / 6M Low: |
2.080 |
0.470 |
| High (YTD): |
2024-03-05 |
2.080 |
| Low (YTD): |
2024-06-03 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.62% |
| Volatility 6M: |
|
108.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
