DZ Bank Put 10 TEG 20.09.2024
/ DE000DJ23T08
DZ Bank Put 10 TEG 20.09.2024/ DE000DJ23T08 /
2024-05-23 5:04:26 PM |
Chg.+0.060 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+30.00% |
0.260 Bid Size: 20,000 |
0.280 Ask Size: 20,000 |
TAG IMMOBILIEN AG |
10.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ23T0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-57.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.38 |
Parity: |
-4.87 |
Time value: |
0.26 |
Break-even: |
9.74 |
Moneyness: |
0.67 |
Premium: |
0.34 |
Premium p.a.: |
1.46 |
Spread abs.: |
0.06 |
Spread %: |
30.00% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-5.21 |
Rho: |
-0.01 |
Quote data
Open: |
0.190 |
High: |
0.260 |
Low: |
0.190 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
-48.00% |
3 Months |
|
|
-72.63% |
YTD |
|
|
-66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.200 |
1M High / 1M Low: |
0.550 |
0.200 |
6M High / 6M Low: |
1.070 |
0.200 |
High (YTD): |
2024-03-05 |
1.070 |
Low (YTD): |
2024-05-22 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.344 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.770 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.30% |
Volatility 6M: |
|
120.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |