DZ Bank Put 30 GFT 20.12.2024
/ DE000DJ6B937
DZ Bank Put 30 GFT 20.12.2024/ DE000DJ6B937 /
| 11/06/2024 18:34:39 |
Chg.+0.030 |
Bid18:41:12 |
Ask18:41:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.470
Bid Size: 17,500 |
0.490
Ask Size: 17,500 |
GFT TECHNOLOGIES SE |
30.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ6B93 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
0.26 |
| Time value: |
0.22 |
| Break-even: |
25.30 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.05 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
+2.17% |
| 3 Months |
|
|
-17.54% |
| YTD |
|
|
+23.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.410 |
| 6M High / 6M Low: |
0.570 |
0.310 |
| High (YTD): |
12/03/2024 |
0.570 |
| Low (YTD): |
06/03/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.70% |
| Volatility 6M: |
|
112.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
