DZ Bank Put 65 BNR 21.06.2024
/ DE000DJ30VR7
DZ Bank Put 65 BNR 21.06.2024/ DE000DJ30VR7 /
| 2024-05-23 11:05:34 AM |
Chg.+0.025 |
Bid12:02:45 PM |
Ask12:02:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+41.67% |
0.087
Bid Size: 50,000 |
0.097
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
65.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ30VR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-52.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
-0.28 |
| Time value: |
0.13 |
| Break-even: |
63.70 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.08 |
| Spread %: |
160.00% |
| Delta: |
-0.30 |
| Theta: |
-0.04 |
| Omega: |
-15.69 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.050 |
| High: |
0.085 |
| Low: |
0.050 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.46% |
| 1 Month |
|
|
+44.07% |
| 3 Months |
|
|
+8400.00% |
| YTD |
|
|
+44.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.044 |
| 1M High / 1M Low: |
0.065 |
0.001 |
| 6M High / 6M Low: |
0.130 |
0.001 |
| High (YTD): |
2024-04-22 |
0.080 |
| Low (YTD): |
2024-05-09 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,530.45% |
| Volatility 6M: |
|
2,846.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
