DZ Bank Put 10 GYC 20.09.2024
/ DE000DJ69HJ1
DZ Bank Put 10 GYC 20.09.2024/ DE000DJ69HJ1 /
| 2024-06-10 12:04:52 PM |
Chg.+0.050 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+14.71% |
0.390
Bid Size: 12,500 |
0.450
Ask Size: 12,500 |
GRAND CITY PROPERT.E... |
10.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ69HJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
-1.37 |
| Time value: |
0.52 |
| Break-even: |
9.48 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.18 |
| Spread %: |
52.94% |
| Delta: |
-0.25 |
| Theta: |
0.00 |
| Omega: |
-5.56 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.00% |
| 1 Month |
|
|
-22.00% |
| 3 Months |
|
|
-78.57% |
| YTD |
|
|
-71.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.200 |
| 1M High / 1M Low: |
0.500 |
0.200 |
| 6M High / 6M Low: |
2.360 |
0.200 |
| High (YTD): |
2024-02-13 |
2.360 |
| Low (YTD): |
2024-06-05 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.78% |
| Volatility 6M: |
|
168.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
