DZ Bank Put 60 BSN 21.06.2024
/ DE000DJ586C1
DZ Bank Put 60 BSN 21.06.2024/ DE000DJ586C1 /
| 2024-05-17 9:35:10 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.100
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ586C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-49.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.01 |
| Time value: |
0.11 |
| Break-even: |
58.80 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-23.49 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.370 |
0.100 |
| 6M High / 6M Low: |
0.480 |
0.100 |
| High (YTD): |
2024-04-10 |
0.470 |
| Low (YTD): |
2024-05-17 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.25% |
| Volatility 6M: |
|
167.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
