DZ Bank Put 44 DHL 21.03.2025
/ DE000DJ06F88
DZ Bank Put 44 DHL 21.03.2025/ DE000DJ06F88 /
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: |
|
- |