DZ Bank Put 10 M5Z 20.12.2024
/ DE000DJ87983
DZ Bank Put 10 M5Z 20.12.2024/ DE000DJ87983 /
| 2024-05-16 9:35:14 PM |
Chg.+0.020 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+0.76% |
2.650
Bid Size: 300 |
2.950
Ask Size: 300 |
MANZ AG |
10.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ8798 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.54 |
| Parity: |
2.02 |
| Time value: |
0.88 |
| Break-even: |
7.10 |
| Moneyness: |
1.25 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.32 |
| Spread %: |
12.40% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-1.50 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.630 |
| High: |
2.830 |
| Low: |
2.630 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.96% |
| 1 Month |
|
|
+17.26% |
| 3 Months |
|
|
+39.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.630 |
| 1M High / 1M Low: |
3.220 |
2.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
