DZ Bank Put 90 SIX2 21.06.2024
/ DE000DJ4H1F5
DZ Bank Put 90 SIX2 21.06.2024/ DE000DJ4H1F5 /
| 2024-05-27 12:35:26 PM |
Chg.+0.130 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+7.74% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
90.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4H1F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.30 |
| Parity: |
1.39 |
| Time value: |
0.41 |
| Break-even: |
72.10 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.10 |
| Spread %: |
5.92% |
| Delta: |
-0.66 |
| Theta: |
-0.16 |
| Omega: |
-2.82 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.740 |
| High: |
1.830 |
| Low: |
1.730 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.83% |
| 1 Month |
|
|
+201.67% |
| 3 Months |
|
|
+154.93% |
| YTD |
|
|
+448.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.450 |
| 1M High / 1M Low: |
1.810 |
0.520 |
| 6M High / 6M Low: |
1.810 |
0.330 |
| High (YTD): |
2024-05-27 |
1.810 |
| Low (YTD): |
2024-01-02 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
20 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
87.097 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.83% |
| Volatility 6M: |
|
269.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
