DZ Bank Put 16 REP 20.12.2024
/ DE000DJ2JAU0
DZ Bank Put 16 REP 20.12.2024/ DE000DJ2JAU0 /
| 07/06/2024 19:04:45 |
Chg.-0.050 |
Bid07/06/2024 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-2.45% |
1.990
Bid Size: 10,000 |
2.040
Ask Size: 10,000 |
REPSOL S.A. INH. ... |
16.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ2JAU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.44 |
| Time value: |
0.66 |
| Break-even: |
13.91 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.45% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-3.99 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.020 |
| High: |
2.130 |
| Low: |
1.990 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.45% |
| 1 Month |
|
|
-12.72% |
| 3 Months |
|
|
-10.36% |
| YTD |
|
|
-39.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.680 |
| 1M High / 1M Low: |
2.280 |
1.570 |
| 6M High / 6M Low: |
3.430 |
1.220 |
| High (YTD): |
22/01/2024 |
3.360 |
| Low (YTD): |
05/04/2024 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.362 |
| Avg. volume 6M: |
|
183.728 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.44% |
| Volatility 6M: |
|
92.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
