DZ Bank Put 45 SBS 20.09.2024
/ DE000DJ6CBG3
DZ Bank Put 45 SBS 20.09.2024/ DE000DJ6CBG3 /
| 6/14/2024 6:09:35 PM |
Chg.+0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+17.65% |
-
Bid Size: - |
-
Ask Size: - |
STRATEC SE NA O.N. |
45.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ6CBG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
-0.27 |
| Time value: |
0.30 |
| Break-even: |
42.00 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.15 |
| Spread %: |
100.00% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-5.46 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.160 |
| High: |
0.220 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-52.38% |
| 3 Months |
|
|
-60.78% |
| YTD |
|
|
-60.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.420 |
0.160 |
| 6M High / 6M Low: |
0.860 |
0.160 |
| High (YTD): |
4/3/2024 |
0.860 |
| Low (YTD): |
6/12/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.534 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.70% |
| Volatility 6M: |
|
132.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
