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DZ Bank Put 20 PHI1 20.12.2024/  DE000DJ1S1Y6  /

EUWAX
2024-05-21  9:05:39 AM Chg.+0.001 Bid12:32:51 PM Ask12:32:51 PM Underlying Strike price Expiration date Option type
0.046EUR +2.22% 0.047
Bid Size: 175,000		 0.057
Ask Size: 175,000		 KONINKL. PHILIPS EO ... 20.00 - 2024-12-20 Put
 

Master data

WKN: DJ1S1Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.32
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -0.54
Time value: 0.06
Break-even: 19.37
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 46.51%
Delta: -0.15
Theta: 0.00
Omega: -5.90
Rho: -0.03
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -83.57%
3 Months
  -85.16%
YTD
  -77.00%
1 Year
  -86.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.045
1M High / 1M Low: 0.260 0.045
6M High / 6M Low: 0.320 0.045
High (YTD): 2024-02-21 0.310
Low (YTD): 2024-05-20 0.045
52W High: 2023-05-31 0.400
52W Low: 2024-05-20 0.045
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   0.266
Avg. volume 1Y:   0.000
Volatility 1M:   373.89%
Volatility 6M:   176.50%
Volatility 1Y:   136.81%
Volatility 3Y:   -