DZ Bank Put 44 DHL 21.03.2025/  DE000DJ06F88  /

EUWAX
6/4/2024  8:09:42 AM Chg.+0.030 Bid7:08:58 PM Ask7:08:58 PM Underlying Strike price Expiration date Option type
0.580EUR +5.45% 0.570
Bid Size: 48,000
0.650
Ask Size: 48,000
DEUTSCHE POST AG NA ... 44.00 - 3/21/2025 Put
 

Master data

WKN: DJ06F8
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 44.00 -
Maturity: 3/21/2025
Issue date: 4/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.13
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.54
Time value: 0.10
Break-even: 37.70
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 6.78%
Delta: -0.61
Theta: 0.00
Omega: -3.77
Rho: -0.24
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month
  -7.94%
3 Months  
+26.09%
YTD  
+34.88%
1 Year
  -7.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.540
1M High / 1M Low: 0.620 0.500
6M High / 6M Low: 0.800 0.360
High (YTD): 4/19/2024 0.800
Low (YTD): 1/24/2024 0.360
52W High: 10/26/2023 0.950
52W Low: 1/24/2024 0.360
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   118.71%
Volatility 6M:   96.66%
Volatility 1Y:   89.32%
Volatility 3Y:   -