DZ Bank Put 2.5 AT1 20.12.2024
/ DE000DJ7N8Y0
DZ Bank Put 2.5 AT1 20.12.2024/ DE000DJ7N8Y0 /
2024-06-21 8:24:05 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-4.48% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
2.50 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ7N8Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.85 |
Historic volatility: |
0.62 |
Parity: |
0.42 |
Time value: |
0.32 |
Break-even: |
1.76 |
Moneyness: |
1.20 |
Premium: |
0.15 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.09 |
Spread %: |
13.85% |
Delta: |
-0.49 |
Theta: |
0.00 |
Omega: |
-1.38 |
Rho: |
-0.01 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.59% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
-20.00% |
YTD |
|
|
+20.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.640 |
1M High / 1M Low: |
0.670 |
0.470 |
6M High / 6M Low: |
0.950 |
0.470 |
High (YTD): |
2024-03-05 |
0.950 |
Low (YTD): |
2024-06-06 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.573 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.693 |
Avg. volume 6M: |
|
20 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.76% |
Volatility 6M: |
|
87.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |