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DZ Bank Put 70 HEI 20.12.2024/  DE000DJ06J43  /

Frankfurt Zert./DZB
14/06/2024  21:04:46 Chg.+0.020 Bid14/06/2024 Ask14/06/2024 Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.120
Bid Size: 20,000		 0.160
Ask Size: 20,000		 HEIDELBERG MATERIALS... 70.00 - 20/12/2024 Put
 

Master data

WKN: DJ06J4
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 19/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -69.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.23
Parity: -2.70
Time value: 0.14
Break-even: 68.60
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.64
Spread abs.: 0.04
Spread %: 40.00%
Delta: -0.09
Theta: -0.01
Omega: -6.44
Rho: -0.05
 

Quote data

Open: 0.100
High: 0.130
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.29%
3 Months
  -36.84%
YTD
  -68.42%
1 Year
  -83.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.070
1M High / 1M Low: 0.140 0.060
6M High / 6M Low: 0.410 0.060
High (YTD): 03/01/2024 0.410
Low (YTD): 27/05/2024 0.060
52W High: 20/10/2023 1.000
52W Low: 27/05/2024 0.060
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   0.463
Avg. volume 1Y:   0.000
Volatility 1M:   277.27%
Volatility 6M:   184.38%
Volatility 1Y:   145.04%
Volatility 3Y:   -