DZ Bank Put 150 BEI 20.09.2024
/ DE000DJ895T0
DZ Bank Put 150 BEI 20.09.2024/ DE000DJ895T0 /
| 2024-06-07 9:35:13 AM |
Chg.-0.020 |
Bid9:41:06 AM |
Ask9:41:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.880
Bid Size: 40,000 |
0.890
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
150.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ895T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.71 |
| Time value: |
0.25 |
| Break-even: |
140.50 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-9.22 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.25% |
| 1 Month |
|
|
+2.30% |
| 3 Months |
|
|
-50.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
0.910 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
