DZ Bank Put 17 CAR 21.06.2024/  DE000DJ32JP2  /

Frankfurt Zert./DZB
2024-05-27  9:35:01 AM Chg.-0.010 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.140
Bid Size: 200,000
0.160
Ask Size: 200,000
CARREFOUR S.A. INH.E... 17.00 EUR 2024-06-21 Put
 

Master data

WKN: DJ32JP
Issuer: DZ Bank AG
Currency: EUR
Underlying: CARREFOUR S.A. INH.EO 2,5
Type: Warrant
Option type: Put
Strike price: 17.00 EUR
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.06
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.07
Implied volatility: 0.84
Historic volatility: 0.20
Parity: 0.07
Time value: 0.11
Break-even: 15.20
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 1.59
Spread abs.: 0.04
Spread %: 28.57%
Delta: -0.53
Theta: -0.03
Omega: -4.78
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.65%
3 Months
  -22.22%
YTD  
+7.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.250 0.090
High (YTD): 2024-02-13 0.250
Low (YTD): 2024-05-13 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.19%
Volatility 6M:   180.13%
Volatility 1Y:   -
Volatility 3Y:   -