DZ Bank Put 4 BSD2 20.12.2024
/ DE000DJ65LV6
DZ Bank Put 4 BSD2 20.12.2024/ DE000DJ65LV6 /
| 6/19/2024 9:05:21 AM |
Chg.0.000 |
Bid5:35:03 PM |
Ask5:35:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
0.00% |
0.200
Bid Size: 10,000 |
0.240
Ask Size: 10,000 |
BCO SANTANDER N.EO0,... |
4.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ65LV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-0.45 |
| Time value: |
0.24 |
| Break-even: |
3.76 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
20.00% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-5.12 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.160 |
| 1M High / 1M Low: |
0.240 |
0.120 |
| 6M High / 6M Low: |
0.610 |
0.120 |
| High (YTD): |
1/29/2024 |
0.610 |
| Low (YTD): |
6/4/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.01% |
| Volatility 6M: |
|
108.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
