DZ Bank Put 7.5 ZIL2 21.06.2024
/ DE000DJ4GVS2
DZ Bank Put 7.5 ZIL2 21.06.2024/ DE000DJ4GVS2 /
| 2024-05-17 6:14:43 PM |
Chg.-0.07 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
ELRINGKLINGER AG NA ... |
7.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4GVS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG NA O.N. |
| 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: |
-3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.39 |
| Parity: |
1.34 |
| Time value: |
0.28 |
| Break-even: |
5.88 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.09 |
| Spread %: |
5.88% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-2.64 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.52 |
| High: |
1.63 |
| Low: |
1.52 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.85% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-23.38% |
| YTD |
|
|
-28.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.54 |
| 1M High / 1M Low: |
1.98 |
1.04 |
| 6M High / 6M Low: |
2.88 |
0.79 |
| High (YTD): |
2024-02-08 |
2.88 |
| Low (YTD): |
2024-04-09 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.09% |
| Volatility 6M: |
|
125.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
