DZ Bank Put 35 GFT 20.12.2024
/ DE000DJ82LF4
DZ Bank Put 35 GFT 20.12.2024/ DE000DJ82LF4 /
| 21/06/2024 08:08:05 |
Chg.-0.030 |
Bid08:50:19 |
Ask08:50:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-3.16% |
0.950
Bid Size: 5,000 |
1.010
Ask Size: 5,000 |
GFT TECHNOLOGIES SE |
35.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ82LF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.34 |
| Parity: |
0.88 |
| Time value: |
0.16 |
| Break-even: |
24.60 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
9.47% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-1.63 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.98% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.920 |
| 1M High / 1M Low: |
0.990 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
