DZ Bank Put 16 REP 20.12.2024
/ DE000DJ2JAU0
DZ Bank Put 16 REP 20.12.2024/ DE000DJ2JAU0 /
| 2024-05-03 9:18:18 AM |
Chg.+0.08 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+3.65% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ2JAU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
1.60 |
| Time value: |
0.75 |
| Break-even: |
13.65 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
2.17% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-3.42 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.74% |
| 1 Month |
|
|
+70.68% |
| 3 Months |
|
|
-19.50% |
| YTD |
|
|
-31.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
1.86 |
| 1M High / 1M Low: |
2.27 |
1.27 |
| 6M High / 6M Low: |
3.46 |
1.27 |
| High (YTD): |
2024-01-11 |
3.38 |
| Low (YTD): |
2024-04-05 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.94% |
| Volatility 6M: |
|
92.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
