DZ Bank Put 7.5 PBB 21.06.2024
/ DE000DJ4GVF9
DZ Bank Put 7.5 PBB 21.06.2024/ DE000DJ4GVF9 /
| 2024-05-24 6:12:22 PM |
Chg.-0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-1.03% |
-
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: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.40 |
| Parity: |
1.75 |
| Time value: |
0.50 |
| Break-even: |
5.25 |
| Moneyness: |
1.30 |
| Premium: |
0.09 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.30 |
| Spread %: |
15.38% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-1.62 |
| Rho: |
0.00 |
Quote data
| Open: |
1.97 |
| High: |
2.02 |
| Low: |
1.92 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
-38.66% |
| 3 Months |
|
|
-50.26% |
| YTD |
|
|
+10.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.89 |
| 1M High / 1M Low: |
3.13 |
1.89 |
| 6M High / 6M Low: |
4.22 |
1.64 |
| High (YTD): |
2024-02-28 |
4.22 |
| Low (YTD): |
2024-01-09 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.55% |
| Volatility 6M: |
|
76.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
