DZ Bank Put 40 S92 20.09.2024
/ DE000DJ23R67
DZ Bank Put 40 S92 20.09.2024/ DE000DJ23R67 /
| 2024-06-06 5:05:58 PM |
Chg.+0.010 |
Bid5:36:02 PM |
Ask5:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.220
Bid Size: 17,500 |
0.240
Ask Size: 17,500 |
SMA SOLAR TECHNOL.AG |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23R6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.51 |
| Parity: |
-0.78 |
| Time value: |
0.25 |
| Break-even: |
37.50 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-4.41 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.240 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
-17.86% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
-41.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.340 |
0.160 |
| 6M High / 6M Low: |
0.630 |
0.160 |
| High (YTD): |
2024-01-19 |
0.630 |
| Low (YTD): |
2024-05-28 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.71% |
| Volatility 6M: |
|
145.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
