DZ Bank Put 15 REP 20.12.2024
/ DE000DJ2FZL4
DZ Bank Put 15 REP 20.12.2024/ DE000DJ2FZL4 /
| 2024-05-17 2:04:42 PM |
Chg.-0.060 |
Bid2:16:35 PM |
Ask2:16:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
-4.38% |
1.300
Bid Size: 25,000 |
1.310
Ask Size: 25,000 |
REPSOL S.A. INH. ... |
15.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ2FZL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.32 |
| Time value: |
1.10 |
| Break-even: |
13.58 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
3.65% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-4.65 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.290 |
| High: |
1.340 |
| Low: |
1.290 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.50% |
| 1 Month |
|
|
+2.34% |
| 3 Months |
|
|
-40.45% |
| YTD |
|
|
-47.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.210 |
| 1M High / 1M Low: |
1.580 |
1.210 |
| 6M High / 6M Low: |
2.630 |
0.820 |
| High (YTD): |
2024-01-10 |
2.560 |
| Low (YTD): |
2024-04-05 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.799 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.48% |
| Volatility 6M: |
|
96.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
