DZ Bank Put 20 JUN3 20.06.2025
/ DE000DJ4T447
DZ Bank Put 20 JUN3 20.06.2025/ DE000DJ4T447 /
| 2024-06-07 9:34:47 PM |
Chg.+0.033 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
+1100.00% |
0.035
Bid Size: 7,500 |
0.065
Ask Size: 7,500 |
JUNGHEINRICH AG O.N.... |
20.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ4T44 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
JUNGHEINRICH AG O.N.VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-53.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
-1.50 |
| Time value: |
0.07 |
| Break-even: |
19.35 |
| Moneyness: |
0.57 |
| Premium: |
0.45 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
85.71% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-3.79 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.006 |
| High: |
0.045 |
| Low: |
0.006 |
| Previous Close: |
0.003 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+620.00% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-59.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.003 |
| 1M High / 1M Low: |
0.050 |
0.003 |
| 6M High / 6M Low: |
0.110 |
0.003 |
| High (YTD): |
2024-02-29 |
0.110 |
| Low (YTD): |
2024-06-06 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,497.51% |
| Volatility 6M: |
|
1,999.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
