DZ Bank Put 8 M5Z 21.06.2024
/ DE000DJ87934
DZ Bank Put 8 M5Z 21.06.2024/ DE000DJ87934 /
| 2024-05-20 9:35:07 AM |
Chg.+0.010 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+1.33% |
0.760
Bid Size: 3,000 |
0.860
Ask Size: 3,000 |
MANZ AG |
8.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ8793 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.54 |
| Parity: |
0.50 |
| Time value: |
0.54 |
| Break-even: |
6.96 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.30 |
| Spread %: |
40.54% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-3.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.780 |
| High: |
0.820 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.480 |
| 1M High / 1M Low: |
1.090 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
