DZ Bank Put 400 PPX 20.09.2024
/ DE000DJ52X89
DZ Bank Put 400 PPX 20.09.2024/ DE000DJ52X89 /
| 6/10/2024 10:34:57 AM |
Chg.+0.040 |
Bid11:12:53 AM |
Ask11:12:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+5.56% |
0.770
Bid Size: 150,000 |
0.790
Ask Size: 150,000 |
KERING S.A. INH. ... |
400.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ52X8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.72 |
| Time value: |
0.04 |
| Break-even: |
324.00 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
-0.78 |
| Theta: |
-0.07 |
| Omega: |
-3.36 |
| Rho: |
-0.93 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.740 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.30% |
| 1 Month |
|
|
+10.14% |
| 3 Months |
|
|
+204.00% |
| YTD |
|
|
+90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.720 |
| 1M High / 1M Low: |
0.820 |
0.620 |
| 6M High / 6M Low: |
0.820 |
0.200 |
| High (YTD): |
5/31/2024 |
0.820 |
| Low (YTD): |
2/27/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.50% |
| Volatility 6M: |
|
140.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
