DZ Bank Put 55 BSN 20.09.2024
/ DE000DJ27Z14
DZ Bank Put 55 BSN 20.09.2024/ DE000DJ27Z14 /
| 05/06/2024 10:35:25 |
Chg.+0.007 |
Bid10:38:08 |
Ask10:38:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
+13.21% |
0.060
Bid Size: 100,000 |
0.070
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
55.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ27Z1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-82.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
-0.46 |
| Time value: |
0.07 |
| Break-even: |
54.28 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
38.46% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-15.59 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.057 |
| High: |
0.060 |
| Low: |
0.056 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-64.71% |
| YTD |
|
|
-72.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.053 |
| 1M High / 1M Low: |
0.100 |
0.053 |
| 6M High / 6M Low: |
0.260 |
0.053 |
| High (YTD): |
10/04/2024 |
0.200 |
| Low (YTD): |
04/06/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.04% |
| Volatility 6M: |
|
143.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
