DZ Bank Put 11 TEG 20.12.2024
/ DE000DJ8PB10
DZ Bank Put 11 TEG 20.12.2024/ DE000DJ8PB10 /
| 2024-05-09 6:13:00 PM |
Chg.-0.040 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-4.60% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
11.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ8PB1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
-2.50 |
| Time value: |
0.93 |
| Break-even: |
10.07 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.06 |
| Spread %: |
6.90% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-3.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.860 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
-31.41% |
| 3 Months |
|
|
-52.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.790 |
| 1M High / 1M Low: |
1.410 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
