DZ Bank Put 8 M5Z/D 20.09.2024
/ DE000DJ87959
DZ Bank Put 8 M5Z/D 20.09.2024/ DE000DJ87959 /
| 2024-05-29 3:04:27 PM |
Chg.+0.090 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+7.69% |
1.260
Bid Size: 3,000 |
1.360
Ask Size: 3,000 |
MANZ AG |
8.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ8795 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.54 |
| Parity: |
0.48 |
| Time value: |
0.99 |
| Break-even: |
6.53 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.30 |
| Spread %: |
25.64% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-2.38 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.190 |
| High: |
1.260 |
| Low: |
1.190 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.03% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
+106.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.170 |
| 1M High / 1M Low: |
1.370 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
