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DZ Bank Put 70 HEI 20.12.2024/  DE000DJ06J43  /

EUWAX
2024-05-21  12:44:41 PM Chg.0.000 Bid5:35:08 PM Ask5:35:08 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.110
Bid Size: 20,000		 0.190
Ask Size: 20,000		 HEIDELBERG MATERIALS... 70.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -57.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -2.83
Time value: 0.17
Break-even: 68.30
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.10
Theta: -0.01
Omega: -5.73
Rho: -0.07
 

Quote data

Open: 0.110
High: 0.130
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -27.78%
3 Months
  -43.48%
YTD
  -64.86%
1 Year
  -85.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: 0.700 0.110
High (YTD): 2024-01-03 0.410
Low (YTD): 2024-05-09 0.110
52W High: 2023-05-31 1.040
52W Low: 2024-05-09 0.110
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   2,000
Avg. price 6M:   0.276
Avg. volume 6M:   483.871
Avg. price 1Y:   0.518
Avg. volume 1Y:   235.294
Volatility 1M:   177.72%
Volatility 6M:   150.26%
Volatility 1Y:   123.40%
Volatility 3Y:   -