DZ Bank Put 85 GXI 20.09.2024
/ DE000DJ52T51
DZ Bank Put 85 GXI 20.09.2024/ DE000DJ52T51 /
| 5/22/2024 11:05:50 AM |
Chg.+0.120 |
Bid11:17:19 AM |
Ask11:17:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+30.00% |
0.500
Bid Size: 75,000 |
0.510
Ask Size: 75,000 |
GERRESHEIMER AG |
85.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ52T5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
-0.96 |
| Time value: |
0.46 |
| Break-even: |
80.40 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-5.63 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.450 |
| High: |
0.520 |
| Low: |
0.450 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.74% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
+6.12% |
| YTD |
|
|
-35.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.280 |
| 1M High / 1M Low: |
0.450 |
0.280 |
| 6M High / 6M Low: |
1.190 |
0.280 |
| High (YTD): |
1/17/2024 |
0.990 |
| Low (YTD): |
5/16/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.637 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.40% |
| Volatility 6M: |
|
143.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
