DZ Bank Put 67.5 BNR 21.06.2024
/ DE000DJ30VS5
DZ Bank Put 67.5 BNR 21.06.2024/ DE000DJ30VS5 /
| 17/05/2024 18:14:57 |
Chg.-0.010 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
67.50 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
DJ30VS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
67.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
12/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-36.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-0.23 |
| Time value: |
0.19 |
| Break-even: |
65.60 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
-0.35 |
| Theta: |
-0.04 |
| Omega: |
-12.75 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+154.55% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
+55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.055 |
| 1M High / 1M Low: |
0.150 |
0.030 |
| 6M High / 6M Low: |
0.230 |
0.020 |
| High (YTD): |
16/05/2024 |
0.150 |
| Low (YTD): |
29/02/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
554.92% |
| Volatility 6M: |
|
332.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
