DZ Bank Put 25 SZG 20.12.2024
/ DE000DJ4W4Z8
DZ Bank Put 25 SZG 20.12.2024/ DE000DJ4W4Z8 /
| 2024-06-05 3:04:40 PM |
Chg.+0.020 |
Bid3:14:36 PM |
Ask3:14:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+4.88% |
0.440
Bid Size: 150,000 |
0.450
Ask Size: 150,000 |
SALZGITTER AG O.N. |
25.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4W4Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.35 |
| Parity: |
0.36 |
| Time value: |
0.08 |
| Break-even: |
20.60 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.08 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.410 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.86% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+48.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.430 |
0.310 |
| 6M High / 6M Low: |
0.430 |
0.240 |
| High (YTD): |
2024-05-07 |
0.430 |
| Low (YTD): |
2024-05-02 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.81% |
| Volatility 6M: |
|
118.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
