DZ Bank Put 30 GFT 20.12.2024
/ DE000DJ6B937
DZ Bank Put 30 GFT 20.12.2024/ DE000DJ6B937 /
| 2024-05-17 9:34:48 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
0.430
Bid Size: 5,000 |
0.460
Ask Size: 5,000 |
GFT TECHNOLOGIES SE |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ6B93 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
0.22 |
| Time value: |
0.24 |
| Break-even: |
25.40 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-3.01 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
+10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.510 |
0.410 |
| 6M High / 6M Low: |
0.570 |
0.310 |
| High (YTD): |
2024-03-12 |
0.570 |
| Low (YTD): |
2024-03-06 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.66% |
| Volatility 6M: |
|
112.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
