DZ Bank Put 40 SBS 21.06.2024
/ DE000DJ37UJ1
DZ Bank Put 40 SBS 21.06.2024/ DE000DJ37UJ1 /
| 2024-04-30 12:04:49 PM |
Chg.+0.010 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
STRATEC SE NA O.N. |
40.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ37UJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.36 |
| Parity: |
-0.30 |
| Time value: |
0.25 |
| Break-even: |
37.50 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.15 |
| Spread %: |
150.00% |
| Delta: |
-0.33 |
| Theta: |
-0.03 |
| Omega: |
-5.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.130 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
-53.85% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.110 |
| 1M High / 1M Low: |
0.410 |
0.110 |
| 6M High / 6M Low: |
0.460 |
0.110 |
| High (YTD): |
2024-04-04 |
0.410 |
| Low (YTD): |
2024-04-29 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.36% |
| Volatility 6M: |
|
236.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
