DZ Bank Put 7.5 PBB 21.06.2024
/ DE000DJ4GVF9
DZ Bank Put 7.5 PBB 21.06.2024/ DE000DJ4GVF9 /
| 2024-05-03 6:12:31 PM |
Chg.-0.06 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
-2.05% |
-
Bid Size: - |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
7.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4GVF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.40 |
| Parity: |
2.79 |
| Time value: |
0.36 |
| Break-even: |
4.35 |
| Moneyness: |
1.59 |
| Premium: |
0.08 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.30 |
| Spread %: |
10.53% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-1.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.90 |
| High: |
2.95 |
| Low: |
2.87 |
| Previous Close: |
2.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.33% |
| 1 Month |
|
|
-4.01% |
| 3 Months |
|
|
+17.14% |
| YTD |
|
|
+65.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.87 |
| 1M High / 1M Low: |
3.16 |
2.68 |
| 6M High / 6M Low: |
4.22 |
1.51 |
| High (YTD): |
2024-02-28 |
4.22 |
| Low (YTD): |
2024-01-09 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.40% |
| Volatility 6M: |
|
94.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
