DZ Bank Put 80 P911 20.09.2024
/ DE000DJ275H0
DZ Bank Put 80 P911 20.09.2024/ DE000DJ275H0 /
| 2024-06-17 8:26:03 AM |
Chg.+0.030 |
Bid1:26:52 PM |
Ask1:26:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+3.13% |
1.040
Bid Size: 70,000 |
1.050
Ask Size: 70,000 |
PORSCHE AG VZ |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ275H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
0.94 |
| Time value: |
0.08 |
| Break-even: |
69.80 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-5.16 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.12% |
| 1 Month |
|
|
+115.22% |
| 3 Months |
|
|
+147.50% |
| YTD |
|
|
+32.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.790 |
| 1M High / 1M Low: |
0.960 |
0.460 |
| 6M High / 6M Low: |
1.090 |
0.230 |
| High (YTD): |
2024-01-22 |
1.090 |
| Low (YTD): |
2024-04-12 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.607 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.13% |
| Volatility 6M: |
|
171.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
