DZ Bank Put 12 REP 20.09.2024
/ DE000DJ276L0
DZ Bank Put 12 REP 20.09.2024/ DE000DJ276L0 /
| 2024-05-23 11:35:04 AM |
Chg.+0.010 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 25,000 |
0.140
Ask Size: 25,000 |
REPSOL S.A. INH. ... |
12.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ276L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-67.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-2.78 |
| Time value: |
0.22 |
| Break-even: |
11.78 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.10 |
| Spread %: |
83.33% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-8.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-60.61% |
| YTD |
|
|
-81.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.230 |
0.100 |
| 6M High / 6M Low: |
0.780 |
0.100 |
| High (YTD): |
2024-01-11 |
0.700 |
| Low (YTD): |
2024-05-21 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.33% |
| Volatility 6M: |
|
237.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
