DZ Bank Put 85 SIX2 20.09.2024
/ DE000DJ23RY6
DZ Bank Put 85 SIX2 20.09.2024/ DE000DJ23RY6 /
| 2024-05-28 2:04:26 PM |
Chg.0.000 |
Bid2:05:29 PM |
Ask2:05:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
0.00% |
1.240
Bid Size: 20,000 |
1.260
Ask Size: 20,000 |
SIXT SE ST O.N. |
85.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23RY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
0.84 |
| Time value: |
0.48 |
| Break-even: |
71.90 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
4.80% |
| Delta: |
-0.57 |
| Theta: |
-0.03 |
| Omega: |
-3.36 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.250 |
| High: |
1.260 |
| Low: |
1.200 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.73% |
| 1 Month |
|
|
+106.67% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+254.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.100 |
| 1M High / 1M Low: |
1.270 |
0.540 |
| 6M High / 6M Low: |
1.270 |
0.350 |
| High (YTD): |
2024-05-24 |
1.270 |
| Low (YTD): |
2024-01-02 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
28.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.73% |
| Volatility 6M: |
|
193.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
