DZ Bank Put 36 DHL 21.03.2025/  DE000DJ06F62  /

EUWAX
2024-06-04  8:09:42 AM Chg.+0.020 Bid5:49:01 PM Ask5:49:01 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.140
Bid Size: 48,000
0.220
Ask Size: 48,000
DEUTSCHE POST AG NA ... 36.00 - 2025-03-21 Put
 

Master data

WKN: DJ06F6
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.33
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.27
Time value: 0.20
Break-even: 34.00
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 25.00%
Delta: -0.30
Theta: 0.00
Omega: -5.72
Rho: -0.11
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -15.79%
3 Months  
+14.29%
YTD     0.00%
1 Year
  -48.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: 0.270 0.110
High (YTD): 2024-04-19 0.270
Low (YTD): 2024-02-23 0.110
52W High: 2023-10-26 0.420
52W Low: 2024-02-23 0.110
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.170
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   215.59%
Volatility 6M:   168.13%
Volatility 1Y:   137.57%
Volatility 3Y:   -