DZ Bank Put 14 TEG 20.09.2024
/ DE000DJ71292
DZ Bank Put 14 TEG 20.09.2024/ DE000DJ71292 /
| 6/18/2024 6:09:58 PM |
Chg.0.00 |
Bid8:29:07 PM |
Ask8:29:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
0.00% |
1.71
Bid Size: 5,000 |
1.76
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
14.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ7129 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/29/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
0.84 |
| Time value: |
0.91 |
| Break-even: |
12.25 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
3.55% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-4.00 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.67 |
| High: |
1.70 |
| Low: |
1.64 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+60.38% |
| 3 Months |
|
|
-40.14% |
| YTD |
|
|
-27.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.30 |
| 1M High / 1M Low: |
1.70 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/5/2024 |
3.49 |
| Low (YTD): |
5/22/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
