DZ Bank Put 6 DEZ 21.06.2024
/ DE000DJ86BF6
DZ Bank Put 6 DEZ 21.06.2024/ DE000DJ86BF6 /
| 2024-04-30 6:11:54 PM |
Chg.+0.170 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+29.31% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.34 |
| Parity: |
0.55 |
| Time value: |
0.28 |
| Break-even: |
5.18 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.09 |
| Spread %: |
12.33% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-4.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.770 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.580 |
| 1M High / 1M Low: |
0.780 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
