DZ Bank Put 40 FPE3 20.09.2024
/ DE000DJ52TS3
DZ Bank Put 40 FPE3 20.09.2024/ DE000DJ52TS3 /
2024-06-18 9:35:23 PM |
Chg.-0.002 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
-4.08% |
0.046 Bid Size: 7,500 |
0.100 Ask Size: 7,500 |
FUCHS SE VZO NA O.N... |
40.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ52TS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FUCHS SE VZO NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-43.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-0.39 |
Time value: |
0.10 |
Break-even: |
39.00 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.05 |
Spread %: |
112.77% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-10.20 |
Rho: |
-0.03 |
Quote data
Open: |
0.048 |
High: |
0.060 |
Low: |
0.047 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+51.61% |
1 Month |
|
|
-31.88% |
3 Months |
|
|
-73.89% |
YTD |
|
|
-86.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.031 |
1M High / 1M Low: |
0.063 |
0.030 |
6M High / 6M Low: |
0.400 |
0.030 |
High (YTD): |
2024-01-08 |
0.400 |
Low (YTD): |
2024-06-10 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.36% |
Volatility 6M: |
|
177.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |