DZ Bank Put 4.25 BVB 21.06.2024
/ DE000DJ30UY5
DZ Bank Put 4.25 BVB 21.06.2024/ DE000DJ30UY5 /
| 2024-05-28 11:06:21 AM |
Chg.-0.040 |
Bid7:59:02 PM |
Ask7:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-15.38% |
0.200
Bid Size: 3,750 |
-
Ask Size: - |
BORUSSIA DORTMUND |
4.25 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ30UY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.25 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
0.09 |
| Time value: |
0.17 |
| Break-even: |
3.99 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-8.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.220 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-65.08% |
| 3 Months |
|
|
-76.60% |
| YTD |
|
|
-68.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.610 |
0.240 |
| 6M High / 6M Low: |
0.940 |
0.240 |
| High (YTD): |
2024-02-28 |
0.940 |
| Low (YTD): |
2024-05-08 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
4,500 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
725.806 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.25% |
| Volatility 6M: |
|
130.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
