DZ Bank Put 6 SGL 20.09.2024
/ DE000DJ23P51
DZ Bank Put 6 SGL 20.09.2024/ DE000DJ23P51 /
| 2024-05-10 1:05:24 PM |
Chg.+0.020 |
Bid2024-05-10 |
Ask2024-05-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.260
Bid Size: 12,500 |
0.290
Ask Size: 12,500 |
SGL CARBON SE O.N. |
6.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23P5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-1.15 |
| Time value: |
0.32 |
| Break-even: |
5.68 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.09 |
| Spread %: |
39.13% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-4.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.260 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
-65.33% |
| YTD |
|
|
-55.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.240 |
| 1M High / 1M Low: |
0.350 |
0.230 |
| 6M High / 6M Low: |
0.860 |
0.230 |
| High (YTD): |
2024-01-22 |
0.770 |
| Low (YTD): |
2024-04-10 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.04% |
| Volatility 6M: |
|
111.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
