DZ Bank Put 5 C3RY 20.12.2024
/ DE000DJ4YN43
DZ Bank Put 5 C3RY 20.12.2024/ DE000DJ4YN43 /
| 2024-06-07 12:08:04 PM |
Chg.-0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
-4.10% |
-
Bid Size: - |
-
Ask Size: - |
CHERRY SE O.N. |
5.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4YN4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CHERRY SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-0.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.80 |
| Parity: |
2.34 |
| Time value: |
0.42 |
| Break-even: |
2.24 |
| Moneyness: |
1.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.37 |
| Spread %: |
15.48% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-0.54 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.19% |
| 1 Month |
|
|
+12.23% |
| 3 Months |
|
|
-18.93% |
| YTD |
|
|
+12.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.57 |
| 1M High / 1M Low: |
2.88 |
2.26 |
| 6M High / 6M Low: |
3.48 |
1.99 |
| High (YTD): |
2024-04-02 |
3.48 |
| Low (YTD): |
2024-01-17 |
1.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.24% |
| Volatility 6M: |
|
65.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
