DZ Bank Put 16 SFQ 20.09.2024
/ DE000DJ7RTJ5
DZ Bank Put 16 SFQ 20.09.2024/ DE000DJ7RTJ5 /
| 2024-06-07 6:04:27 PM |
Chg.+0.010 |
Bid6:26:46 PM |
Ask6:26:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+1.06% |
0.970
Bid Size: 4,375 |
1.120
Ask Size: 4,375 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7RTJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
-1.40 |
| Time value: |
1.12 |
| Break-even: |
14.88 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.18 |
| Spread %: |
19.15% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-4.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.930 |
| High: |
1.050 |
| Low: |
0.930 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+31.94% |
| 3 Months |
|
|
-1.04% |
| YTD |
|
|
-62.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
1.380 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
2.900 |
| Low (YTD): |
2024-04-03 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
