DZ Bank Put 70 HEI 20.12.2024/  DE000DJ06J43  /

Frankfurt Zert./DZB
6/14/2024  9:35:02 PM Chg.+0.020 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.120
Bid Size: 5,000
0.160
Ask Size: 5,000
HEIDELBERG MATERIALS... 70.00 - 12/20/2024 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: 12/20/2024
Issue date: 4/19/2023
Last trading day: 12/19/2024
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: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.29%
3 Months
  -33.33%
YTD
  -68.42%
1 Year
  -84.00%
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): 1/3/2024 0.410
Low (YTD): 5/27/2024 0.060
52W High: 10/20/2023 1.000
52W Low: 5/27/2024 0.060
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.460
Avg. volume 1Y:   0.000
Volatility 1M:   285.48%
Volatility 6M:   186.32%
Volatility 1Y:   146.39%
Volatility 3Y:   -