DZ Bank Put 37.5 G1A 21.06.2024
/ DE000DJ4GW44
DZ Bank Put 37.5 G1A 21.06.2024/ DE000DJ4GW44 /
| 2024-05-17 2:06:35 PM |
Chg.0.000 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 100,000 |
0.130
Ask Size: 100,000 |
GEA GROUP AG |
37.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4GW4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.01 |
| Time value: |
0.14 |
| Break-even: |
36.00 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
25.00% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-11.86 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.090 |
| 1M High / 1M Low: |
0.210 |
0.068 |
| 6M High / 6M Low: |
0.560 |
0.068 |
| High (YTD): |
2024-01-17 |
0.350 |
| Low (YTD): |
2024-05-08 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.98% |
| Volatility 6M: |
|
194.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
