DZ Bank Put 36 DHL 21.03.2025
/ DE000DJ06F62
DZ Bank Put 36 DHL 21.03.2025/ DE000DJ06F62 /
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: |
|
- |