DZ Bank Put 60 BSN 21.06.2024
/ DE000DJ586C1
DZ Bank Put 60 BSN 21.06.2024/ DE000DJ586C1 /
| 6/11/2024 9:09:44 AM |
Chg.+0.010 |
Bid6:25:19 PM |
Ask6:25:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.100
Bid Size: 20,000 |
0.120
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
DJ586C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.13 |
| Parity: |
0.07 |
| Time value: |
0.06 |
| Break-even: |
58.70 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
-0.59 |
| Theta: |
-0.04 |
| Omega: |
-26.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
-68.57% |
| YTD |
|
|
-71.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.090 |
| 1M High / 1M Low: |
0.170 |
0.090 |
| 6M High / 6M Low: |
0.460 |
0.090 |
| High (YTD): |
4/16/2024 |
0.460 |
| Low (YTD): |
6/7/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.06% |
| Volatility 6M: |
|
182.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
