DZ Bank Put 85 SIX2 21.06.2024
/ DE000DJ4H1E8
DZ Bank Put 85 SIX2 21.06.2024/ DE000DJ4H1E8 /
| 2024-05-23 9:34:49 PM |
Chg.+0.180 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+18.95% |
1.130
Bid Size: 2,000 |
1.220
Ask Size: 2,000 |
SIXT SE ST O.N. |
85.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4H1E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.32 |
| Parity: |
0.61 |
| Time value: |
0.43 |
| Break-even: |
74.60 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.09 |
| Spread %: |
9.47% |
| Delta: |
-0.59 |
| Theta: |
-0.11 |
| Omega: |
-4.45 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.930 |
| High: |
1.170 |
| Low: |
0.920 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.51% |
| 1 Month |
|
|
+253.13% |
| 3 Months |
|
|
+98.25% |
| YTD |
|
|
+370.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.810 |
| 1M High / 1M Low: |
1.090 |
0.290 |
| 6M High / 6M Low: |
1.090 |
0.240 |
| High (YTD): |
2024-05-07 |
1.090 |
| Low (YTD): |
2024-01-02 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
709.38% |
| Volatility 6M: |
|
344.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
