DZ Bank Put 70 BNR 21.06.2024
/ DE000DJ30VT3
DZ Bank Put 70 BNR 21.06.2024/ DE000DJ30VT3 /
| 23/05/2024 11:04:24 |
Chg.0.000 |
Bid11:16:42 |
Ask23/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.410
Bid Size: 50,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
DJ30VT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
12/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
0.22 |
| Time value: |
0.27 |
| Break-even: |
65.10 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.08 |
| Spread %: |
19.51% |
| Delta: |
-0.55 |
| Theta: |
-0.06 |
| Omega: |
-7.68 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.83% |
| 1 Month |
|
|
+162.50% |
| 3 Months |
|
|
+500.00% |
| YTD |
|
|
+250.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.280 |
| 1M High / 1M Low: |
0.420 |
0.050 |
| 6M High / 6M Low: |
0.420 |
0.040 |
| High (YTD): |
22/05/2024 |
0.420 |
| Low (YTD): |
01/03/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
662.32% |
| Volatility 6M: |
|
326.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
