DZ Bank Put 20 DTE 21.03.2025
/ DE000DJ06GJ5
DZ Bank Put 20 DTE 21.03.2025/ DE000DJ06GJ5 /
2024-05-16 5:04:48 PM |
Chg.+0.060 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+12.77% |
0.530 Bid Size: 60,000 |
0.550 Ask Size: 60,000 |
DT.TELEKOM AG NA |
20.00 - |
2025-03-21 |
Put |
Master data
WKN: |
DJ06GJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-19 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-43.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
-2.12 |
Time value: |
0.51 |
Break-even: |
19.49 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
8.51% |
Delta: |
-0.21 |
Theta: |
0.00 |
Omega: |
-8.91 |
Rho: |
-0.04 |
Quote data
Open: |
0.430 |
High: |
0.530 |
Low: |
0.430 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.64% |
1 Month |
|
|
-43.62% |
3 Months |
|
|
-36.90% |
YTD |
|
|
-44.79% |
1 Year |
|
|
-57.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.470 |
1M High / 1M Low: |
0.940 |
0.470 |
6M High / 6M Low: |
1.120 |
0.470 |
High (YTD): |
2024-04-16 |
0.940 |
Low (YTD): |
2024-05-15 |
0.470 |
52W High: |
2023-08-08 |
2.680 |
52W Low: |
2024-05-15 |
0.470 |
Avg. price 1W: |
|
0.514 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.664 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.801 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.327 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
84.49% |
Volatility 6M: |
|
95.68% |
Volatility 1Y: |
|
99.46% |
Volatility 3Y: |
|
- |