DZ Bank Put 55 S92 20.09.2024
/ DE000DJ23R75
DZ Bank Put 55 S92 20.09.2024/ DE000DJ23R75 /
| 2024-06-19 3:04:56 PM |
Chg.+1.140 |
Bid9:59:52 PM |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
+78.62% |
2.670
Bid Size: 5,000 |
-
Ask Size: - |
SMA SOLAR TECHNOL.AG |
55.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23R7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.51 |
| Parity: |
1.35 |
| Time value: |
0.16 |
| Break-even: |
39.90 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
4.14% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-1.99 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.660 |
| High: |
2.730 |
| Low: |
2.540 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+117.65% |
| 1 Month |
|
|
+172.63% |
| 3 Months |
|
|
+194.32% |
| YTD |
|
|
+184.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.190 |
| 1M High / 1M Low: |
1.450 |
0.690 |
| 6M High / 6M Low: |
1.460 |
0.690 |
| High (YTD): |
2024-01-17 |
1.460 |
| Low (YTD): |
2024-05-28 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.71% |
| Volatility 6M: |
|
116.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
