DZ Bank Put 65 BSN 20.12.2024
/ DE000DJ82K47
DZ Bank Put 65 BSN 20.12.2024/ DE000DJ82K47 /
| 2024-06-14 9:09:27 AM |
Chg.+0.030 |
Bid1:24:07 PM |
Ask1:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.610
Bid Size: 100,000 |
0.620
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ82K4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
0.52 |
| Time value: |
0.06 |
| Break-even: |
59.20 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-6.76 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-16.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.560 |
| 1M High / 1M Low: |
0.670 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
