DZ Bank Put 13 TEG 20.09.2024
/ DE000DJ6UP27
DZ Bank Put 13 TEG 20.09.2024/ DE000DJ6UP27 /
| 2024-06-04 1:04:50 PM |
Chg.+0.040 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+5.56% |
0.760
Bid Size: 20,000 |
0.780
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
13.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ6UP2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
-1.52 |
| Time value: |
0.77 |
| Break-even: |
12.23 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.06 |
| Spread %: |
8.45% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-5.24 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.710 |
| High: |
0.770 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.91% |
| 3 Months |
|
|
-71.75% |
| YTD |
|
|
-58.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.720 |
| 1M High / 1M Low: |
1.170 |
0.690 |
| 6M High / 6M Low: |
2.720 |
0.690 |
| High (YTD): |
2024-03-05 |
2.720 |
| Low (YTD): |
2024-05-22 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.880 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.51% |
| Volatility 6M: |
|
106.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
