DZ Bank Put 55 BSN 20.09.2024
/ DE000DJ29GT6
DZ Bank Put 55 BSN 20.09.2024/ DE000DJ29GT6 /
| 2024-05-30 9:17:47 AM |
Chg.+0.002 |
Bid9:54:08 AM |
Ask9:54:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
+2.60% |
0.075
Bid Size: 100,000 |
0.085
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
55.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ29GT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-60.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
-0.35 |
| Time value: |
0.10 |
| Break-even: |
54.04 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
26.32% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-14.44 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.54% |
| 1 Month |
|
|
-47.33% |
| 3 Months |
|
|
-47.33% |
| YTD |
|
|
-64.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.065 |
| 1M High / 1M Low: |
0.150 |
0.061 |
| 6M High / 6M Low: |
0.250 |
0.061 |
| High (YTD): |
2024-04-16 |
0.200 |
| Low (YTD): |
2024-05-22 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.69% |
| Volatility 6M: |
|
129.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
