DZ Bank Put 55 SBS 20.12.2024
/ DE000DJ37UR4
DZ Bank Put 55 SBS 20.12.2024/ DE000DJ37UR4 /
| 2024-06-04 12:34:50 PM |
Chg.+0.040 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+4.60% |
0.910
Bid Size: 20,000 |
0.960
Ask Size: 20,000 |
STRATEC SE NA O.N. |
55.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ37UR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
0.70 |
| Time value: |
0.31 |
| Break-even: |
44.90 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
17.44% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-2.72 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.870 |
| High: |
0.940 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-28.91% |
| YTD |
|
|
-24.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
1.410 |
0.870 |
| 6M High / 6M Low: |
1.790 |
0.870 |
| High (YTD): |
2024-04-04 |
1.790 |
| Low (YTD): |
2024-06-03 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.60% |
| Volatility 6M: |
|
73.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
