DZ Bank Put 45 SBS 20.09.2024
/ DE000DJ6CBG3
DZ Bank Put 45 SBS 20.09.2024/ DE000DJ6CBG3 /
| 2024-04-30 6:09:35 PM |
Chg.-0.020 |
Bid8:48:27 PM |
Ask8:48:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
0.440
Bid Size: 5,000 |
0.570
Ask Size: 5,000 |
STRATEC SE NA O.N. |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ6CBG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.36 |
| Parity: |
0.21 |
| Time value: |
0.42 |
| Break-even: |
38.80 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
31.91% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-3.30 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.460 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-29.03% |
| YTD |
|
|
-13.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.460 |
| 1M High / 1M Low: |
0.860 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-03 |
0.860 |
| Low (YTD): |
2024-04-29 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
