DZ Bank Put 70 AI3A 21.06.2024
/ DE000DJ4FLN6
DZ Bank Put 70 AI3A 21.06.2024/ DE000DJ4FLN6 /
| 2024-06-05 9:52:28 AM |
Chg.0.000 |
Bid9:39:42 PM |
Ask9:39:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.230
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
AMADEUS IT GRP SA EO... |
70.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4FLN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AMADEUS IT GRP SA EO 0,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.38 |
| Time value: |
0.05 |
| Break-even: |
65.70 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
-0.77 |
| Theta: |
-0.04 |
| Omega: |
-11.88 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.07% |
| 1 Month |
|
|
-58.06% |
| 3 Months |
|
|
-70.68% |
| YTD |
|
|
-42.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.390 |
| 1M High / 1M Low: |
1.050 |
0.390 |
| 6M High / 6M Low: |
1.440 |
0.390 |
| High (YTD): |
2024-02-29 |
1.440 |
| Low (YTD): |
2024-06-04 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.54% |
| Volatility 6M: |
|
132.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
