DZ Bank Put 11 FTE 21.06.2024
/ DE000DJ4FRE2
DZ Bank Put 11 FTE 21.06.2024/ DE000DJ4FRE2 /
| 2024-05-31 9:35:25 PM |
Chg.-0.270 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-34.18% |
0.530
Bid Size: 5,000 |
0.610
Ask Size: 5,000 |
ORANGE INH. ... |
11.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4FRE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.13 |
| Parity: |
0.28 |
| Time value: |
0.34 |
| Break-even: |
10.39 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.08 |
| Spread %: |
15.09% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-9.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.520 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.39% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
-50.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.520 |
| 1M High / 1M Low: |
0.900 |
0.460 |
| 6M High / 6M Low: |
1.050 |
0.400 |
| High (YTD): |
2024-03-13 |
0.960 |
| Low (YTD): |
2024-01-23 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.84% |
| Volatility 6M: |
|
173.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
