DZ Bank Put 5 PBB 20.12.2024
/ DE000DJ33VF6
DZ Bank Put 5 PBB 20.12.2024/ DE000DJ33VF6 /
| 2024-05-29 12:06:48 PM |
Chg.-0.010 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.750
Bid Size: 20,000 |
0.800
Ask Size: 20,000 |
DT.PFANDBRIEFBK AG |
5.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ33VF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.39 |
| Parity: |
-0.78 |
| Time value: |
0.86 |
| Break-even: |
4.14 |
| Moneyness: |
0.87 |
| Premium: |
0.28 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.15 |
| Spread %: |
21.13% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-1.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-46.43% |
| 3 Months |
|
|
-66.22% |
| YTD |
|
|
+29.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.730 |
| 1M High / 1M Low: |
1.450 |
0.730 |
| 6M High / 6M Low: |
2.300 |
0.550 |
| High (YTD): |
2024-02-15 |
2.300 |
| Low (YTD): |
2024-01-09 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.10% |
| Volatility 6M: |
|
124.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
