DZ Bank Put 20 DTE 21.03.2025
/ DE000DJ06GJ5
DZ Bank Put 20 DTE 21.03.2025/ DE000DJ06GJ5 /
| 2024-04-29 9:34:50 PM |
Chg.0.000 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.640
Bid Size: 6,000 |
0.680
Ask Size: 6,000 |
DT.TELEKOM AG NA |
20.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
DJ06GJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-04-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.85 |
| Time value: |
0.68 |
| Break-even: |
19.32 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
6.25% |
| Delta: |
-0.24 |
| Theta: |
0.00 |
| Omega: |
-7.65 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+6.78% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
-34.38% |
| 1 Year |
|
|
-53.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.630 |
| 1M High / 1M Low: |
0.940 |
0.580 |
| 6M High / 6M Low: |
1.550 |
0.580 |
| High (YTD): |
2024-04-16 |
0.940 |
| Low (YTD): |
2024-04-10 |
0.580 |
| 52W High: |
2023-08-08 |
2.680 |
| 52W Low: |
2024-04-10 |
0.580 |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.367 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
168.25% |
| Volatility 6M: |
|
96.18% |
| Volatility 1Y: |
|
98.56% |
| Volatility 3Y: |
|
- |
