DZ Bank Put 16 CAR 21.06.2024
/ DE000DJ32JN7
DZ Bank Put 16 CAR 21.06.2024/ DE000DJ32JN7 /
| 6/20/2024 12:34:54 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.200
Bid Size: 20,000 |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
16.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
DJ32JN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/13/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
2.42 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.01 |
| Break-even: |
13.80 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
28.68 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
-0.85 |
| Theta: |
-0.21 |
| Omega: |
-5.37 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+251.85% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
+137.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.120 |
| 1M High / 1M Low: |
0.200 |
0.046 |
| 6M High / 6M Low: |
0.200 |
0.024 |
| High (YTD): |
6/19/2024 |
0.200 |
| Low (YTD): |
5/13/2024 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.83% |
| Volatility 6M: |
|
332.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
