DZ Bank Put 55 BNR 20.09.2024
/ DE000DJ5J346
DZ Bank Put 55 BNR 20.09.2024/ DE000DJ5J346 /
| 6/14/2024 8:04:23 PM |
Chg.+0.014 |
Bid8:25:07 PM |
Ask8:25:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+43.75% |
0.045
Bid Size: 20,000 |
0.085
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
55.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ5J34 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-90.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-1.04 |
| Time value: |
0.07 |
| Break-even: |
54.28 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.04 |
| Spread %: |
125.00% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-11.08 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.065 |
| Low: |
0.034 |
| Previous Close: |
0.032 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
+360.00% |
| YTD |
|
|
-2.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.018 |
| 1M High / 1M Low: |
0.070 |
0.018 |
| 6M High / 6M Low: |
0.070 |
0.001 |
| High (YTD): |
5/15/2024 |
0.070 |
| Low (YTD): |
4/3/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
845.69% |
| Volatility 6M: |
|
4,027.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
