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DZ Bank Put 25 GFT 20.12.2024/  DE000DJ4GYM9  /

EUWAX
2024-09-20  6:10:34 PM Chg.+0.030 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 GFT TECHNOLOGIES SE 25.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4GYM
Issuer: DZ Bank AG
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.49
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.31
Implied volatility: 0.50
Historic volatility: 0.33
Parity: 0.31
Time value: 0.10
Break-even: 21.00
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 17.65%
Delta: -0.64
Theta: -0.01
Omega: -3.53
Rho: -0.04
 

Quote data

Open: 0.330
High: 0.360
Low: 0.330
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -7.69%
3 Months  
+63.64%
YTD  
+80.00%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 0.490 0.330
6M High / 6M Low: 0.490 0.160
High (YTD): 2024-09-04 0.490
Low (YTD): 2024-03-01 0.150
52W High: 2024-09-04 0.490
52W Low: 2024-03-01 0.150
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   106.99%
Volatility 6M:   121.67%
Volatility 1Y:   116.35%
Volatility 3Y:   -