DZ Bank Put 85 ADN1/D 20.12.2024
/ DE000DJ3SVE9
DZ Bank Put 85 ADN1/D 20.12.2024/ DE000DJ3SVE9 /
| 2024-09-03 8:10:24 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ADESSO SE INH O.N. |
85.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3SVE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-09-04 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.39 |
| Parity: |
2.15 |
| Time value: |
0.29 |
| Break-even: |
60.60 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.13 |
| Spread %: |
5.63% |
| Delta: |
-0.71 |
| Theta: |
-0.04 |
| Omega: |
-1.86 |
| Rho: |
-0.16 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.21% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+195.95% |
| 1 Year |
|
|
+140.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.19 |
1.54 |
| 6M High / 6M Low: |
2.19 |
0.48 |
| High (YTD): |
2024-09-03 |
2.19 |
| Low (YTD): |
2024-07-31 |
0.48 |
| 52W High: |
2024-09-03 |
2.19 |
| 52W Low: |
2024-07-31 |
0.48 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.42% |
| Volatility 6M: |
|
190.38% |
| Volatility 1Y: |
|
147.06% |
| Volatility 3Y: |
|
- |
