DZ Bank Put 67.5 BNR 21.06.2024
/ DE000DJ30VS5
DZ Bank Put 67.5 BNR 21.06.2024/ DE000DJ30VS5 /
| 2024-05-31 6:09:38 PM |
Chg.-0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-16.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
67.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ30VS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
67.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-28.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.08 |
| Break-even: |
65.20 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
21.05% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-18.13 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
+600.00% |
| YTD |
|
|
+133.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.210 |
| 1M High / 1M Low: |
0.310 |
0.030 |
| 6M High / 6M Low: |
0.310 |
0.020 |
| High (YTD): |
2024-05-29 |
0.310 |
| Low (YTD): |
2024-02-29 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
528.49% |
| Volatility 6M: |
|
340.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
