DZ Bank Put 5.5 DEZ 21.06.2024
/ DE000DJ33WV1
DZ Bank Put 5.5 DEZ 21.06.2024/ DE000DJ33WV1 /
| 5/22/2024 1:05:55 PM |
Chg.-0.100 |
Bid1:12:14 PM |
Ask1:12:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-21.74% |
0.360
Bid Size: 20,000 |
0.380
Ask Size: 20,000 |
DEUTZ AG O.N. |
5.50 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
DJ33WV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.50 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
0.10 |
| Time value: |
0.34 |
| Break-even: |
5.07 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-6.23 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
-61.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
0.480 |
0.300 |
| 6M High / 6M Low: |
1.420 |
0.200 |
| High (YTD): |
1/17/2024 |
1.240 |
| Low (YTD): |
4/11/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.95% |
| Volatility 6M: |
|
213.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
