DZ Bank Put 68 HEI 20.12.2024
/ DE000DDZ27E5
DZ Bank Put 68 HEI 20.12.2024/ DE000DDZ27E5 /
2024-05-21 12:43:15 PM |
Chg.+0.020 |
Bid5:35:08 PM |
Ask5:35:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+20.00% |
0.090 Bid Size: 20,000 |
0.170 Ask Size: 20,000 |
HEIDELBERG MATERIALS... |
68.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DDZ27E |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG MATERIALS O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-54.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
-3.03 |
Time value: |
0.18 |
Break-even: |
66.20 |
Moneyness: |
0.69 |
Premium: |
0.33 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.08 |
Spread %: |
80.00% |
Delta: |
-0.10 |
Theta: |
-0.01 |
Omega: |
-5.28 |
Rho: |
-0.07 |
Quote data
Open: |
0.080 |
High: |
0.120 |
Low: |
0.080 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-42.86% |
YTD |
|
|
-65.71% |
1 Year |
|
|
-84.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.100 |
1M High / 1M Low: |
0.180 |
0.100 |
6M High / 6M Low: |
0.620 |
0.100 |
High (YTD): |
2024-01-03 |
0.380 |
Low (YTD): |
2024-05-20 |
0.100 |
52W High: |
2023-05-31 |
0.910 |
52W Low: |
2024-05-20 |
0.100 |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.256 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.465 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
204.69% |
Volatility 6M: |
|
151.79% |
Volatility 1Y: |
|
125.20% |
Volatility 3Y: |
|
- |