DZ Bank Put 45 SAX 21.06.2024
/ DE000DJ4H3Q8
DZ Bank Put 45 SAX 21.06.2024/ DE000DJ4H3Q8 /
| 2024-05-15 5:04:33 PM |
Chg.+0.023 |
Bid5:36:04 PM |
Ask5:36:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+2300.00% |
0.001
Bid Size: 17,500 |
0.076
Ask Size: 17,500 |
STROEER SE + CO. KGA... |
45.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4H3Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-68.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.22 |
| Parity: |
-1.69 |
| Time value: |
0.09 |
| Break-even: |
44.09 |
| Moneyness: |
0.73 |
| Premium: |
0.29 |
| Premium p.a.: |
11.12 |
| Spread abs.: |
0.09 |
| Spread %: |
9,000.00% |
| Delta: |
-0.10 |
| Theta: |
-0.04 |
| Omega: |
-6.69 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.024 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-61.29% |
| 3 Months |
|
|
-85.88% |
| YTD |
|
|
-88.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.001 |
| 1M High / 1M Low: |
0.062 |
0.001 |
| 6M High / 6M Low: |
0.240 |
0.001 |
| High (YTD): |
2024-01-17 |
0.210 |
| Low (YTD): |
2024-05-14 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.72% |
| Volatility 6M: |
|
194.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
