DZ Bank Put 55 S92 20.09.2024
/ DE000DJ23R75
DZ Bank Put 55 S92 20.09.2024/ DE000DJ23R75 /
| 2024-05-24 6:11:25 PM |
Chg.+0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+8.86% |
-
Bid Size: - |
-
Ask Size: - |
SMA SOLAR TECHNOL.AG |
55.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23R7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.51 |
| Parity: |
0.47 |
| Time value: |
0.42 |
| Break-even: |
46.10 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
3.49% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-3.00 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.840 |
| High: |
0.980 |
| Low: |
0.840 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-7.53% |
| 3 Months |
|
|
-28.33% |
| YTD |
|
|
-5.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.790 |
| 1M High / 1M Low: |
1.140 |
0.790 |
| 6M High / 6M Low: |
1.460 |
0.750 |
| High (YTD): |
2024-01-17 |
1.460 |
| Low (YTD): |
2024-03-27 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.14% |
| Volatility 6M: |
|
120.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
