DZ Bank Put 4 BVB 20.09.2024
/ DE000DJ20TY8
DZ Bank Put 4 BVB 20.09.2024/ DE000DJ20TY8 /
| 2024-05-16 10:34:53 AM |
Chg.+0.010 |
Bid10:53:14 AM |
Ask10:53:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.290
Bid Size: 15,000 |
0.320
Ask Size: 15,000 |
BORUSSIA DORTMUND |
4.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
DJ20TY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.41 |
| Parity: |
-0.02 |
| Time value: |
0.39 |
| Break-even: |
3.61 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.09 |
| Spread %: |
30.00% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-4.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
-56.92% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
-51.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.650 |
0.230 |
| 6M High / 6M Low: |
0.740 |
0.230 |
| High (YTD): |
2024-02-28 |
0.740 |
| Low (YTD): |
2024-05-08 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
1,200 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
285.714 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.29% |
| Volatility 6M: |
|
116.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
