DZ Bank Put 40 SBS 20.09.2024
/ DE000DJ23SX6
DZ Bank Put 40 SBS 20.09.2024/ DE000DJ23SX6 /
| 2024-05-28 9:34:39 PM |
Chg.-0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
0.080
Bid Size: 2,000 |
0.230
Ask Size: 2,000 |
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: |
-19.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
-0.60 |
| Time value: |
0.24 |
| Break-even: |
37.60 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.15 |
| Spread %: |
166.67% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-4.87 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.140 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-60.87% |
| 3 Months |
|
|
-73.53% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.290 |
0.090 |
| 6M High / 6M Low: |
0.550 |
0.090 |
| High (YTD): |
2024-04-04 |
0.510 |
| Low (YTD): |
2024-05-28 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.329 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.57% |
| Volatility 6M: |
|
153.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
