DZ Bank Put 25 BYW6 21.06.2024
/ DE000DJ40FP3
DZ Bank Put 25 BYW6 21.06.2024/ DE000DJ40FP3 /
| 2024-05-24 9:34:49 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
0.220
Bid Size: 2,500 |
-
Ask Size: - |
BAYWA AG VINK.NA. O.... |
25.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ40FP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYWA AG VINK.NA. O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
0.05 |
| Break-even: |
22.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-6.18 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.240 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+162.50% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.210 |
| 1M High / 1M Low: |
0.280 |
0.200 |
| 6M High / 6M Low: |
0.310 |
0.058 |
| High (YTD): |
2024-04-19 |
0.310 |
| Low (YTD): |
2024-01-10 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
967.742 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.78% |
| Volatility 6M: |
|
201.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
