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DZ Bank Put 100 GXI 21.06.2024/  DE000DJ1DJG5  /

EUWAX
2024-05-23  1:06:59 PM Chg.-0.570 Bid1:54:48 PM Ask1:54:48 PM Underlying Strike price Expiration date Option type
0.330EUR -63.33% 0.290
Bid Size: 75,000		 0.300
Ask Size: 75,000		 GERRESHEIMER AG 100.00 - 2024-06-21 Put
 

Master data

WKN: DJ1DJG
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-04-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.51
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.68
Implied volatility: 0.55
Historic volatility: 0.38
Parity: 0.68
Time value: 0.30
Break-even: 90.20
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.49
Spread abs.: 0.06
Spread %: 6.52%
Delta: -0.64
Theta: -0.09
Omega: -6.07
Rho: -0.06
 

Quote data

Open: 0.710
High: 0.710
Low: 0.330
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.07%
3 Months
  -52.86%
YTD
  -74.02%
1 Year
  -76.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.330
1M High / 1M Low: 0.900 0.330
6M High / 6M Low: 1.910 0.330
High (YTD): 2024-01-17 1.690
Low (YTD): 2024-05-16 0.330
52W High: 2023-11-16 2.070
52W Low: 2024-05-16 0.330
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   1.013
Avg. volume 6M:   0.000
Avg. price 1Y:   1.071
Avg. volume 1Y:   0.000
Volatility 1M:   307.07%
Volatility 6M:   205.50%
Volatility 1Y:   175.10%
Volatility 3Y:   -