DZ Bank Put 60 P911 20.09.2024
/ DE000DJ275F4
DZ Bank Put 60 P911 20.09.2024/ DE000DJ275F4 /
10/06/2024 21:35:10 |
Chg.-0.014 |
Bid08:14:21 |
Ask08:14:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-15.56% |
0.075 Bid Size: 14,000 |
0.085 Ask Size: 14,000 |
PORSCHE AG VZ |
60.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ275F |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
16/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-75.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
-1.54 |
Time value: |
0.10 |
Break-even: |
59.00 |
Moneyness: |
0.80 |
Premium: |
0.22 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.01 |
Spread %: |
11.11% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-8.59 |
Rho: |
-0.03 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.076 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.56% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-24.00% |
YTD |
|
|
-55.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.076 |
1M High / 1M Low: |
0.110 |
0.072 |
6M High / 6M Low: |
0.210 |
0.040 |
High (YTD): |
05/01/2024 |
0.210 |
Low (YTD): |
04/04/2024 |
0.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.088 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.01% |
Volatility 6M: |
|
187.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |