DZ Bank Put 60 AZ2 21.06.2024
/ DE000DJ8XB10
DZ Bank Put 60 AZ2 21.06.2024/ DE000DJ8XB10 /
5/20/2024 9:34:56 PM |
Chg.-0.130 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-21.67% |
0.470 Bid Size: 5,000 |
0.620 Ask Size: 5,000 |
ANDRITZ AG |
60.00 EUR |
6/21/2024 |
Put |
Master data
WKN: |
DJ8XB1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
6/21/2024 |
Issue date: |
1/26/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.60 |
Historic volatility: |
0.24 |
Parity: |
0.58 |
Time value: |
0.17 |
Break-even: |
52.60 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.15 |
Spread %: |
25.42% |
Delta: |
-0.68 |
Theta: |
-0.05 |
Omega: |
-4.96 |
Rho: |
-0.04 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.470 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.34% |
1 Month |
|
|
+14.63% |
3 Months |
|
|
+23.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.560 |
1M High / 1M Low: |
0.830 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |