DZ Bank Put 30 BYW6 20.12.2024
/ DE000DJ3S4H3
DZ Bank Put 30 BYW6 20.12.2024/ DE000DJ3S4H3 /
| 2024-06-05 5:05:37 PM |
Chg.+0.030 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+3.90% |
0.800
Bid Size: 25,000 |
0.830
Ask Size: 25,000 |
BAYWA AG VINK.NA. O.... |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3S4H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYWA AG VINK.NA. O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
0.80 |
| Time value: |
0.07 |
| Break-even: |
21.40 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
11.69% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-1.83 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.770 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+175.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.740 |
| 1M High / 1M Low: |
0.770 |
0.670 |
| 6M High / 6M Low: |
0.790 |
0.260 |
| High (YTD): |
2024-04-19 |
0.790 |
| Low (YTD): |
2024-01-10 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.12% |
| Volatility 6M: |
|
112.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
