DZ Bank Put 55 BNR 20.12.2024
/ DE000DJ30VX5
DZ Bank Put 55 BNR 20.12.2024/ DE000DJ30VX5 /
| 21/05/2024 12:04:56 |
Chg.0.000 |
Bid21/05/2024 |
Ask21/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.100
Bid Size: 50,000 |
0.110
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
55.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ30VX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
12/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-49.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
-1.44 |
| Time value: |
0.14 |
| Break-even: |
53.60 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-6.70 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.080 |
| High: |
0.100 |
| Low: |
0.080 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
+44.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.120 |
0.060 |
| 6M High / 6M Low: |
0.140 |
0.001 |
| High (YTD): |
16/05/2024 |
0.120 |
| Low (YTD): |
04/03/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.46% |
| Volatility 6M: |
|
1,377.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
