DZ Bank Put 100 SIX2 21.06.2024/  DE000DJ4H1H1  /

Frankfurt Zert./DZB
2024-05-27  12:35:25 PM Chg.+0.130 Bid9:58:05 PM Ask- Underlying Strike price Expiration date Option type
2.840EUR +4.80% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 100.00 EUR 2024-06-21 Put
 

Master data

WKN: DJ4H1H
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.70
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 2.34
Implied volatility: 1.56
Historic volatility: 0.30
Parity: 2.34
Time value: 0.51
Break-even: 71.60
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 1.64
Spread abs.: 0.15
Spread %: 5.58%
Delta: -0.68
Theta: -0.22
Omega: -1.83
Rho: -0.05
 

Quote data

Open: 2.770
High: 2.860
Low: 2.760
Previous Close: 2.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.98%
1 Month  
+110.37%
3 Months  
+97.22%
YTD  
+336.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.470
1M High / 1M Low: 2.840 1.260
6M High / 6M Low: 2.840 0.650
High (YTD): 2024-05-27 2.840
Low (YTD): 2024-01-02 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   2.632
Avg. volume 1W:   0.000
Avg. price 1M:   2.265
Avg. volume 1M:   0.000
Avg. price 6M:   1.423
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.62%
Volatility 6M:   176.15%
Volatility 1Y:   -
Volatility 3Y:   -