DZ Bank Put 20 SZG 20.09.2024
/ DE000DJ277D5
DZ Bank Put 20 SZG 20.09.2024/ DE000DJ277D5 /
| 2024-06-06 10:35:26 AM |
Chg.+0.008 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
+10.00% |
0.087
Bid Size: 150,000 |
0.097
Ask Size: 150,000 |
SALZGITTER AG O.N. |
20.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ277D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.35 |
| Parity: |
-0.15 |
| Time value: |
0.11 |
| Break-even: |
18.90 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-6.13 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.089 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.30% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-37.14% |
| YTD |
|
|
+2.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.046 |
| 1M High / 1M Low: |
0.110 |
0.046 |
| 6M High / 6M Low: |
0.140 |
0.046 |
| High (YTD): |
2024-03-06 |
0.140 |
| Low (YTD): |
2024-05-30 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.92% |
| Volatility 6M: |
|
213.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
