DZ Bank Put 24 F3C 21.06.2024
/ DE000DJ4NUY8
DZ Bank Put 24 F3C 21.06.2024/ DE000DJ4NUY8 /
| 2024-05-15 8:23:44 AM |
Chg.-0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
-
Bid Size: - |
-
Ask Size: - |
SFC ENERGY AG |
24.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4NUY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SFC ENERGY AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.38 |
| Parity: |
0.31 |
| Time value: |
0.13 |
| Break-even: |
19.60 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
-0.62 |
| Theta: |
-0.03 |
| Omega: |
-2.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
-26.42% |
| 3 Months |
|
|
-38.10% |
| YTD |
|
|
-38.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.400 |
| 1M High / 1M Low: |
0.580 |
0.400 |
| 6M High / 6M Low: |
0.760 |
0.400 |
| High (YTD): |
2024-03-06 |
0.760 |
| Low (YTD): |
2024-05-09 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.76% |
| Volatility 6M: |
|
80.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
