DZ Bank Put 40 SBS 20.09.2024
/ DE000DJ23SX6
DZ Bank Put 40 SBS 20.09.2024/ DE000DJ23SX6 /
2024-05-31 5:04:35 PM |
Chg.+0.030 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+37.50% |
0.110 Bid Size: 20,000 |
0.160 Ask Size: 20,000 |
STRATEC SE NA O.N. |
40.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ23SX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STRATEC SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-20.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.36 |
Parity: |
-0.67 |
Time value: |
0.23 |
Break-even: |
37.70 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.15 |
Spread %: |
187.50% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-4.88 |
Rho: |
-0.04 |
Quote data
Open: |
0.080 |
High: |
0.120 |
Low: |
0.080 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-45.00% |
3 Months |
|
|
-67.65% |
YTD |
|
|
-63.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.080 |
1M High / 1M Low: |
0.290 |
0.080 |
6M High / 6M Low: |
0.550 |
0.080 |
High (YTD): |
2024-04-04 |
0.510 |
Low (YTD): |
2024-05-30 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.64% |
Volatility 6M: |
|
153.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |