DZ Bank Put 70 LEG 20.09.2024
/ DE000DJ6RBN7
DZ Bank Put 70 LEG 20.09.2024/ DE000DJ6RBN7 /
| 6/6/2024 8:13:44 AM |
Chg.0.000 |
Bid10:45:42 AM |
Ask10:45:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.160
Bid Size: 30,000 |
0.170
Ask Size: 30,000 |
LEG IMMOBILIEN SE NA... |
70.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ6RBN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
-1.32 |
| Time value: |
0.18 |
| Break-even: |
68.20 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-7.83 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-81.01% |
| YTD |
|
|
-72.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.150 |
| 6M High / 6M Low: |
0.830 |
0.150 |
| High (YTD): |
2/29/2024 |
0.830 |
| Low (YTD): |
6/5/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.63% |
| Volatility 6M: |
|
155.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
