DZ Bank Put 6 DEZ 20.12.2024
/ DE000DDZ26T5
DZ Bank Put 6 DEZ 20.12.2024/ DE000DDZ26T5 /
| 2024-06-20 12:05:36 PM |
Chg.-0.02 |
Bid12:57:24 PM |
Ask12:57:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-1.65% |
1.19
Bid Size: 20,000 |
1.21
Ask Size: 20,000 |
DEUTZ AG O.N. |
6.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DDZ26T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
1.05 |
| Time value: |
0.24 |
| Break-even: |
4.71 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
4.88% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-2.44 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.19 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.25% |
| 1 Month |
|
|
+22.68% |
| 3 Months |
|
|
+21.43% |
| YTD |
|
|
-20.67% |
| 1 Year |
|
|
-13.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.16 |
| 1M High / 1M Low: |
1.25 |
0.90 |
| 6M High / 6M Low: |
1.78 |
0.66 |
| High (YTD): |
2024-01-17 |
1.78 |
| Low (YTD): |
2024-04-11 |
0.66 |
| 52W High: |
2023-10-25 |
2.42 |
| 52W Low: |
2024-04-11 |
0.66 |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.01% |
| Volatility 6M: |
|
108.48% |
| Volatility 1Y: |
|
84.19% |
| Volatility 3Y: |
|
- |
