DZ Bank Put 145 BEI 20.09.2024
/ DE000DJ8EF27
DZ Bank Put 145 BEI 20.09.2024/ DE000DJ8EF27 /
| 6/6/2024 9:34:38 PM |
Chg.+0.070 |
Bid8:12:08 AM |
Ask8:12:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+13.21% |
0.580
Bid Size: 16,000 |
0.620
Ask Size: 16,000 |
BEIERSDORF AG O.N. |
145.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ8EF2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.10 |
| Time value: |
0.47 |
| Break-even: |
139.30 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-11.75 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.530 |
| High: |
0.620 |
| Low: |
0.490 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.21% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
-56.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.600 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
