DZ Bank Put 105 SIX2 21.06.2024
/ DE000DJ4H1J7
DZ Bank Put 105 SIX2 21.06.2024/ DE000DJ4H1J7 /
| 2024-05-27 12:34:57 PM |
Chg.+0.130 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.350EUR |
+4.04% |
3.200
Bid Size: 2,000 |
-
Ask Size: - |
SIXT SE ST O.N. |
105.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4H1J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.30 |
| Parity: |
2.89 |
| Time value: |
0.45 |
| Break-even: |
71.70 |
| Moneyness: |
1.38 |
| Premium: |
0.06 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.09 |
| Spread %: |
2.78% |
| Delta: |
-0.71 |
| Theta: |
-0.21 |
| Omega: |
-1.62 |
| Rho: |
-0.06 |
Quote data
| Open: |
3.280 |
| High: |
3.370 |
| Low: |
3.280 |
| Previous Close: |
3.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.52% |
| 1 Month |
|
|
+85.08% |
| 3 Months |
|
|
+83.06% |
| YTD |
|
|
+272.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.900 |
| 1M High / 1M Low: |
3.220 |
1.720 |
| 6M High / 6M Low: |
3.220 |
0.900 |
| High (YTD): |
2024-05-24 |
3.220 |
| Low (YTD): |
2024-01-02 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.830 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.86% |
| Volatility 6M: |
|
148.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
