DZ Bank Put 105 SIX2 21.06.2024
/ DE000DJ4H1J7
DZ Bank Put 105 SIX2 21.06.2024/ DE000DJ4H1J7 /
| 2024-05-23 9:34:49 PM |
Chg.+0.200 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
+6.71% |
3.180
Bid Size: 2,000 |
3.270
Ask Size: 2,000 |
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: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.32 |
| Parity: |
2.61 |
| Time value: |
0.47 |
| Break-even: |
74.20 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.09 |
| Spread %: |
3.01% |
| Delta: |
-0.70 |
| Theta: |
-0.18 |
| Omega: |
-1.78 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.970 |
| High: |
3.220 |
| Low: |
2.960 |
| Previous Close: |
2.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.57% |
| 1 Month |
|
|
+88.17% |
| 3 Months |
|
|
+52.88% |
| YTD |
|
|
+253.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.800 |
| 1M High / 1M Low: |
3.080 |
1.690 |
| 6M High / 6M Low: |
3.080 |
0.900 |
| High (YTD): |
2024-05-07 |
3.080 |
| Low (YTD): |
2024-01-02 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.67% |
| Volatility 6M: |
|
148.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
