DZ Bank Put 65 BNR 21.06.2024
/ DE000DJ30VR7
DZ Bank Put 65 BNR 21.06.2024/ DE000DJ30VR7 /
2024-05-03 2:04:21 PM |
Chg.+0.013 |
Bid2:10:22 PM |
Ask2:10:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
+40.63% |
0.042 Bid Size: 50,000 |
0.052 Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
65.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
DJ30VR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-12 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-104.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.17 |
Parity: |
-1.01 |
Time value: |
0.07 |
Break-even: |
64.28 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
1.72 |
Spread abs.: |
0.04 |
Spread %: |
125.00% |
Delta: |
-0.13 |
Theta: |
-0.02 |
Omega: |
-13.41 |
Rho: |
-0.01 |
Quote data
Open: |
0.031 |
High: |
0.047 |
Low: |
0.031 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+50.00% |
YTD |
|
|
-23.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.031 |
1M High / 1M Low: |
0.080 |
0.030 |
6M High / 6M Low: |
0.350 |
0.001 |
High (YTD): |
2024-04-22 |
0.080 |
Low (YTD): |
2024-03-06 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
445.19% |
Volatility 6M: |
|
2,207.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |