DZ Bank Put 75 SIX2 20.09.2024
/ DE000DJ23RW0
DZ Bank Put 75 SIX2 20.09.2024/ DE000DJ23RW0 /
| 2024-05-28 11:07:54 AM |
Chg.-0.040 |
Bid5:30:12 PM |
Ask5:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
75.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23RW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-0.17 |
| Time value: |
0.63 |
| Break-even: |
68.70 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-4.84 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.580 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
+190.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.480 |
| 1M High / 1M Low: |
0.650 |
0.250 |
| 6M High / 6M Low: |
0.650 |
0.190 |
| High (YTD): |
2024-05-24 |
0.650 |
| Low (YTD): |
2024-01-02 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.41% |
| Volatility 6M: |
|
233.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
