DZ Bank Put 40 DHL 21.03.2025/  DE000DJ06F70  /

EUWAX
2024-06-04  8:09:42 AM Chg.+0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.320EUR +10.34% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 40.00 - 2025-03-21 Put
 

Master data

WKN: DJ06F7
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.74
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.14
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.14
Time value: 0.23
Break-even: 36.40
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 12.50%
Delta: -0.46
Theta: 0.00
Omega: -4.97
Rho: -0.17
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month
  -13.51%
3 Months  
+28.00%
YTD  
+33.33%
1 Year
  -28.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.350 0.270
6M High / 6M Low: 0.480 0.180
High (YTD): 2024-04-19 0.480
Low (YTD): 2024-01-24 0.180
52W High: 2023-10-26 0.630
52W Low: 2024-01-24 0.180
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.358
Avg. volume 1Y:   39.216
Volatility 1M:   156.24%
Volatility 6M:   133.96%
Volatility 1Y:   115.50%
Volatility 3Y:   -