DZ Bank Put 75 P911 20.09.2024
/ DE000DJ275G2
DZ Bank Put 75 P911 20.09.2024/ DE000DJ275G2 /
| 6/17/2024 9:35:39 AM |
Chg.+0.040 |
Bid9:52:26 AM |
Ask9:52:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+6.35% |
0.680
Bid Size: 70,000 |
0.690
Ask Size: 70,000 |
PORSCHE AG VZ |
75.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ275G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.44 |
| Time value: |
0.21 |
| Break-even: |
68.50 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-6.52 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.620 |
| High: |
0.670 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.55% |
| 1 Month |
|
|
+109.38% |
| 3 Months |
|
|
+179.17% |
| YTD |
|
|
+26.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.470 |
| 1M High / 1M Low: |
0.650 |
0.320 |
| 6M High / 6M Low: |
0.760 |
0.150 |
| High (YTD): |
1/22/2024 |
0.760 |
| Low (YTD): |
4/11/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.81% |
| Volatility 6M: |
|
167.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
