DZ Bank Put 60 AZ2 21.06.2024
/ DE000DJ8XB10
DZ Bank Put 60 AZ2 21.06.2024/ DE000DJ8XB10 /
| 2024-05-10 1:08:44 PM |
Chg.-0.020 |
Bid2024-05-10 |
Ask2024-05-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
0.610
Bid Size: 50,000 |
0.640
Ask Size: 50,000 |
ANDRITZ AG |
60.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ8XB1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
0.65 |
| Time value: |
0.13 |
| Break-even: |
52.30 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.15 |
| Spread %: |
24.19% |
| Delta: |
-0.71 |
| Theta: |
-0.03 |
| Omega: |
-4.94 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.59% |
| 1 Month |
|
|
+84.85% |
| 3 Months |
|
|
+24.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
0.830 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
