DZ Bank Put 20 1U1 20.09.2024
/ DE000DJ8RYH7
DZ Bank Put 20 1U1 20.09.2024/ DE000DJ8RYH7 /
| 2024-05-31 9:34:38 PM |
Chg.-0.010 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
-0.33% |
2.960
Bid Size: 1,250 |
3.140
Ask Size: 1,250 |
1+1 AG INH O.N. |
20.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
DJ8RYH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
2.54 |
| Time value: |
0.60 |
| Break-even: |
16.86 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.18 |
| Spread %: |
6.08% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.66 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.990 |
| High: |
3.080 |
| Low: |
2.990 |
| Previous Close: |
3.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.33% |
| 1 Month |
|
|
-26.59% |
| 3 Months |
|
|
-15.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
3.010 |
| 1M High / 1M Low: |
4.320 |
2.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
