DZ Bank Put 16 SZU 20.06.2025
/ DE000DJ37V57
DZ Bank Put 16 SZU 20.06.2025/ DE000DJ37V57 /
2024-06-07 12:05:42 PM |
Chg.+0.01 |
Bid12:40:21 PM |
Ask12:40:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.82EUR |
+0.36% |
2.81 Bid Size: 25,000 |
2.84 Ask Size: 25,000 |
SUEDZUCKER AG O.N. |
16.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ37V5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.82 |
Implied volatility: |
0.37 |
Historic volatility: |
0.21 |
Parity: |
1.82 |
Time value: |
1.07 |
Break-even: |
13.11 |
Moneyness: |
1.13 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.09 |
Spread %: |
3.21% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-2.51 |
Rho: |
-0.10 |
Quote data
Open: |
2.81 |
High: |
2.82 |
Low: |
2.81 |
Previous Close: |
2.81 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.42% |
1 Month |
|
|
-15.06% |
3 Months |
|
|
-25.20% |
YTD |
|
|
-8.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.92 |
2.81 |
1M High / 1M Low: |
3.44 |
2.81 |
6M High / 6M Low: |
4.12 |
2.81 |
High (YTD): |
2024-03-21 |
4.12 |
Low (YTD): |
2024-06-06 |
2.81 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.90% |
Volatility 6M: |
|
54.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |