DZ Bank Put 6 PBB 21.06.2024
/ DE000DW3JDU5
DZ Bank Put 6 PBB 21.06.2024/ DE000DW3JDU5 /
2024-05-27 12:35:13 PM |
Chg.+0.040 |
Bid9:55:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+6.78% |
- Bid Size: - |
- Ask Size: - |
DT.PFANDBRIEFBK AG |
6.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DW3JDU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DT.PFANDBRIEFBK AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-22 |
Last trading day: |
2024-05-28 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.73 |
Historic volatility: |
0.39 |
Parity: |
0.27 |
Time value: |
0.27 |
Break-even: |
5.46 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.57 |
Theta: |
-0.01 |
Omega: |
-6.03 |
Rho: |
0.00 |
Quote data
Open: |
0.570 |
High: |
0.630 |
Low: |
0.570 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.78% |
1 Month |
|
|
-58.55% |
3 Months |
|
|
-76.84% |
YTD |
|
|
-18.18% |
1 Year |
|
|
+3.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.630 |
1M High / 1M Low: |
1.520 |
0.590 |
6M High / 6M Low: |
2.760 |
0.590 |
High (YTD): |
2024-02-28 |
2.760 |
Low (YTD): |
2024-05-24 |
0.590 |
52W High: |
2024-02-28 |
2.760 |
52W Low: |
2023-09-14 |
0.450 |
Avg. price 1W: |
|
0.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.438 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.034 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
154.99% |
Volatility 6M: |
|
118.26% |
Volatility 1Y: |
|
122.44% |
Volatility 3Y: |
|
- |