DZ Bank Put 30 SBS 21.06.2024
/ DE000DJ5LJ68
DZ Bank Put 30 SBS 21.06.2024/ DE000DJ5LJ68 /
| 2024-04-30 6:14:11 PM |
Chg.0.000 |
Bid7:59:02 PM |
Ask7:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 5,000 |
0.220
Ask Size: 5,000 |
STRATEC SE NA O.N. |
30.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ5LJ6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.36 |
| Parity: |
-1.30 |
| Time value: |
0.24 |
| Break-even: |
27.60 |
| Moneyness: |
0.70 |
| Premium: |
0.36 |
| Premium p.a.: |
7.54 |
| Spread abs.: |
0.24 |
| Spread %: |
23,900.00% |
| Delta: |
-0.16 |
| Theta: |
-0.05 |
| Omega: |
-2.94 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-96.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.020 |
0.001 |
| 6M High / 6M Low: |
0.100 |
0.001 |
| High (YTD): |
2024-01-12 |
0.040 |
| Low (YTD): |
2024-04-29 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.55% |
| Volatility 6M: |
|
5,836.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
