DZ Bank Put 15 SKB 21.06.2024
/ DE000DJ4ES18
DZ Bank Put 15 SKB 21.06.2024/ DE000DJ4ES18 /
2024-05-16 1:08:26 PM |
Chg.+0.370 |
Bid1:25:23 PM |
Ask1:25:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.920EUR |
+14.51% |
2.900 Bid Size: 5,000 |
3.300 Ask Size: 5,000 |
KOENIG + BAUER AG ST... |
15.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DJ4ES1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
KOENIG + BAUER AG ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-26 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.96 |
Intrinsic value: |
2.96 |
Implied volatility: |
1.15 |
Historic volatility: |
0.34 |
Parity: |
2.96 |
Time value: |
0.76 |
Break-even: |
11.28 |
Moneyness: |
1.25 |
Premium: |
0.06 |
Premium p.a.: |
0.86 |
Spread abs.: |
1.20 |
Spread %: |
47.62% |
Delta: |
-0.66 |
Theta: |
-0.02 |
Omega: |
-2.14 |
Rho: |
-0.01 |
Quote data
Open: |
2.660 |
High: |
3.000 |
Low: |
2.660 |
Previous Close: |
2.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.31% |
1 Month |
|
|
+14.51% |
3 Months |
|
|
-31.78% |
YTD |
|
|
-10.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
2.400 |
1M High / 1M Low: |
2.910 |
1.380 |
6M High / 6M Low: |
4.730 |
1.380 |
High (YTD): |
2024-02-23 |
4.730 |
Low (YTD): |
2024-04-30 |
1.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.162 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.11% |
Volatility 6M: |
|
147.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |