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DZ Bank Put 70 HEI 20.12.2024/  DE000DJ06J43  /

EUWAX
03/06/2024  08:08:49 Chg.-0.010 Bid16:11:58 Ask16:11:58 Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.120
Bid Size: 50,000		 0.130
Ask Size: 50,000		 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: -63.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -2.57
Time value: 0.15
Break-even: 68.50
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 36.36%
Delta: -0.10
Theta: -0.01
Omega: -6.35
Rho: -0.06
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -41.18%
3 Months
  -41.18%
YTD
  -72.97%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.060
1M High / 1M Low: 0.170 0.060
6M High / 6M Low: 0.560 0.060
High (YTD): 03/01/2024 0.410
Low (YTD): 28/05/2024 0.060
52W High: 20/10/2023 1.000
52W Low: 28/05/2024 0.060
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   403.226
Avg. price 1Y:   0.486
Avg. volume 1Y:   236.220
Volatility 1M:   278.18%
Volatility 6M:   176.41%
Volatility 1Y:   139.57%
Volatility 3Y:   -