DZ Bank Put 10 M5Z 21.06.2024
/ DE000DJ87942
DZ Bank Put 10 M5Z 21.06.2024/ DE000DJ87942 /
| 2024-05-20 8:04:35 AM |
Chg.+0.43 |
Bid9:10:22 AM |
Ask9:10:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+20.98% |
2.50
Bid Size: 3,000 |
2.70
Ask Size: 3,000 |
MANZ AG |
10.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ8794 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.54 |
| Parity: |
2.50 |
| Time value: |
0.51 |
| Break-even: |
6.99 |
| Moneyness: |
1.33 |
| Premium: |
0.07 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.60 |
| Spread %: |
24.90% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-1.68 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.25% |
| 1 Month |
|
|
+20.98% |
| 3 Months |
|
|
+86.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.00 |
| 1M High / 1M Low: |
2.71 |
1.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
