DZ Bank Put 15 REP 20.09.2024
/ DE000DJ5J6X4
DZ Bank Put 15 REP 20.09.2024/ DE000DJ5J6X4 /
| 07/06/2024 09:08:02 |
Chg.-0.08 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-6.61% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
15.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ5J6X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.44 |
| Time value: |
0.76 |
| Break-even: |
13.81 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-6.20 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.51% |
| 1 Month |
|
|
-13.08% |
| 3 Months |
|
|
-15.04% |
| YTD |
|
|
-51.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.83 |
| 1M High / 1M Low: |
1.30 |
0.76 |
| 6M High / 6M Low: |
2.54 |
0.63 |
| High (YTD): |
11/01/2024 |
2.44 |
| Low (YTD): |
05/04/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.15% |
| Volatility 6M: |
|
156.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
