DZ Bank Put 20 MAT 17.01.2025
/ DE000DJ7PHJ4
DZ Bank Put 20 MAT 17.01.2025/ DE000DJ7PHJ4 /
| 2024-06-11 8:34:54 AM |
Chg.+0.010 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
+0.35% |
2.840
Bid Size: 4,000 |
2.880
Ask Size: 4,000 |
Mattel Inc |
20.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
DJ7PHJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
2.35 |
| Time value: |
0.48 |
| Break-even: |
15.75 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.62 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.840 |
| High: |
2.840 |
| Low: |
2.840 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.80% |
| 1 Month |
|
|
+26.79% |
| 3 Months |
|
|
+38.54% |
| YTD |
|
|
+5.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.610 |
| 1M High / 1M Low: |
2.890 |
2.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
3.420 |
| Low (YTD): |
2024-03-12 |
1.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
