DZ Bank Put 6 PBB 20.09.2024
/ DE000DJ52N32
DZ Bank Put 6 PBB 20.09.2024/ DE000DJ52N32 /
| 2024-05-31 9:35:20 PM |
Chg.+0.050 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+5.68% |
0.930
Bid Size: 2,000 |
1.080
Ask Size: 2,000 |
DT.PFANDBRIEFBK AG |
6.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ52N3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.39 |
| Parity: |
0.27 |
| Time value: |
0.81 |
| Break-even: |
4.92 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.15 |
| Spread %: |
16.13% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-2.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.990 |
| Low: |
0.880 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-49.46% |
| 3 Months |
|
|
-68.04% |
| YTD |
|
|
+6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.880 |
| 1M High / 1M Low: |
1.840 |
0.880 |
| 6M High / 6M Low: |
2.950 |
0.810 |
| High (YTD): |
2024-02-28 |
2.950 |
| Low (YTD): |
2024-01-09 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.625 |
| Avg. volume 6M: |
|
137.903 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.89% |
| Volatility 6M: |
|
99.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
