DZ Bank Put 70 HEI 20.12.2024/  DE000DJ06J43  /

EUWAX
6/14/2024  8:09:36 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
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: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -28.57%
3 Months
  -47.37%
YTD
  -72.97%
1 Year
  -86.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
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): 5/28/2024 0.060
52W High: 10/20/2023 1.000
52W Low: 5/28/2024 0.060
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   320
Avg. price 1Y:   0.461
Avg. volume 1Y:   234.375
Volatility 1M:   297.05%
Volatility 6M:   187.61%
Volatility 1Y:   148.26%
Volatility 3Y:   -