DZ Bank Put 60 S92 20.09.2024
/ DE000DJ23R83
DZ Bank Put 60 S92 20.09.2024/ DE000DJ23R83 /
| 2024-05-24 9:34:51 PM |
Chg.+0.020 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+1.65% |
1.230
Bid Size: 5,000 |
1.260
Ask Size: 5,000 |
SMA SOLAR TECHNOL.AG |
60.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ23R8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.51 |
| Parity: |
0.97 |
| Time value: |
0.30 |
| Break-even: |
47.30 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-2.47 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.210 |
| High: |
1.380 |
| Low: |
1.210 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-3.15% |
| 3 Months |
|
|
-20.13% |
| YTD |
|
|
+6.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.210 |
| 1M High / 1M Low: |
1.530 |
1.210 |
| 6M High / 6M Low: |
1.820 |
0.980 |
| High (YTD): |
2024-01-17 |
1.820 |
| Low (YTD): |
2024-03-12 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.13% |
| Volatility 6M: |
|
106.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
