DZ Bank Put 6 DEZ 21.06.2024
/ DE000DJ86BF6
DZ Bank Put 6 DEZ 21.06.2024/ DE000DJ86BF6 /
| 2024-05-22 5:05:38 PM |
Chg.-0.130 |
Bid5:39:44 PM |
Ask5:39:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-14.94% |
0.750
Bid Size: 7,000 |
0.820
Ask Size: 7,000 |
DEUTZ AG O.N. |
6.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ86BF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.33 |
| Parity: |
0.60 |
| Time value: |
0.23 |
| Break-even: |
5.18 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.09 |
| Spread %: |
12.33% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-4.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.710 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.25% |
| 1 Month |
|
|
+1.37% |
| 3 Months |
|
|
+8.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.680 |
| 1M High / 1M Low: |
0.870 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
