DZ Bank Put 95 SIX2 21.06.2024
/ DE000DJ4H1G3
DZ Bank Put 95 SIX2 21.06.2024/ DE000DJ4H1G3 /
2024-05-27 5:06:29 PM |
Chg.- |
Bid4:45:27 PM |
Ask4:45:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.23EUR |
- |
- Bid Size: - |
- Ask Size: - |
SIXT SE ST O.N. |
95.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
DJ4H1G |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.84 |
Implied volatility: |
1.18 |
Historic volatility: |
0.30 |
Parity: |
1.84 |
Time value: |
0.35 |
Break-even: |
73.20 |
Moneyness: |
1.24 |
Premium: |
0.05 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.71 |
Theta: |
-0.16 |
Omega: |
-2.49 |
Rho: |
-0.05 |
Quote data
Open: |
2.26 |
High: |
2.35 |
Low: |
2.18 |
Previous Close: |
2.27 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+18.62% |
1 Month |
|
|
+132.29% |
3 Months |
|
|
+112.38% |
YTD |
|
|
+364.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.27 |
1.88 |
1M High / 1M Low: |
2.27 |
0.74 |
6M High / 6M Low: |
2.27 |
0.47 |
High (YTD): |
2024-05-24 |
2.27 |
Low (YTD): |
2024-01-02 |
0.47 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.05 |
Avg. volume 6M: |
|
12.10 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
619.61% |
Volatility 6M: |
|
290.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |