DZ Bank Put 129.196 AIR 21.03.2025
/ DE000DJ06CH8
DZ Bank Put 129.196 AIR 21.03.202.../ DE000DJ06CH8 /
| 6/11/2024 1:08:37 PM |
Chg.+0.020 |
Bid6/11/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+4.35% |
0.480
Bid Size: 50,000 |
-
Ask Size: - |
AIRBUS |
129.1965 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DJ06CH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
129.20 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-2.04 |
| Time value: |
0.46 |
| Break-even: |
124.62 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-6.55 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+108.70% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
-52.00% |
| 1 Year |
|
|
-77.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.460 |
0.220 |
| 6M High / 6M Low: |
1.080 |
0.220 |
| High (YTD): |
1/3/2024 |
1.080 |
| Low (YTD): |
5/21/2024 |
0.220 |
| 52W High: |
6/14/2023 |
2.100 |
| 52W Low: |
5/21/2024 |
0.220 |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.036 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
147.14% |
| Volatility 6M: |
|
127.99% |
| Volatility 1Y: |
|
102.03% |
| Volatility 3Y: |
|
- |
