DZ Bank Put 15 GZF 21.06.2024
/ DE000DJ32K89
DZ Bank Put 15 GZF 21.06.2024/ DE000DJ32K89 /
| 2024-06-19 9:06:32 AM |
Chg.-0.09 |
Bid12:45:16 PM |
Ask12:45:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-5.20% |
1.79
Bid Size: 10,000 |
-
Ask Size: - |
ENGIE S.A. INH. ... |
15.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ32K8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.17 |
| Parity: |
1.70 |
| Time value: |
0.05 |
| Break-even: |
13.25 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.12 |
| Spread %: |
7.36% |
| Delta: |
-0.90 |
| Theta: |
-0.05 |
| Omega: |
-6.86 |
| Rho: |
0.00 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.26% |
| 1 Month |
|
|
+993.33% |
| 3 Months |
|
|
+53.27% |
| YTD |
|
|
+84.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
0.78 |
| 1M High / 1M Low: |
1.81 |
0.02 |
| 6M High / 6M Low: |
2.12 |
0.02 |
| High (YTD): |
2024-02-09 |
2.12 |
| Low (YTD): |
2024-06-03 |
0.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,946.82% |
| Volatility 6M: |
|
1,615.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
