DZ Bank Put 25 SZG 20.09.2024
/ DE000DJ277E3
DZ Bank Put 25 SZG 20.09.2024/ DE000DJ277E3 /
| 5/31/2024 9:35:15 PM |
Chg.+0.030 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.270
Bid Size: 15,000 |
0.300
Ask Size: 15,000 |
SALZGITTER AG O.N. |
25.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ277E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.18 |
| Time value: |
0.10 |
| Break-even: |
22.20 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-4.80 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
+21.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.380 |
0.220 |
| 6M High / 6M Low: |
0.390 |
0.190 |
| High (YTD): |
3/5/2024 |
0.390 |
| Low (YTD): |
5/2/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.57% |
| Volatility 6M: |
|
150.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
