DZ Bank Put 135 BEI 20.09.2024
/ DE000DJ61YX4
DZ Bank Put 135 BEI 20.09.2024/ DE000DJ61YX4 /
2024-05-21 8:04:10 AM |
Chg.-0.010 |
Bid8:07:32 AM |
Ask8:07:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-4.35% |
0.200 Bid Size: 16,000 |
0.240 Ask Size: 16,000 |
BEIERSDORF AG O.N. |
135.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ61YX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-28 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-53.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
-0.97 |
Time value: |
0.27 |
Break-even: |
132.30 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.04 |
Spread %: |
17.39% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-12.70 |
Rho: |
-0.12 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
-62.07% |
3 Months |
|
|
-57.69% |
YTD |
|
|
-69.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.210 |
1M High / 1M Low: |
0.500 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-10 |
0.920 |
Low (YTD): |
2024-05-13 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.313 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |