DZ Bank Put 7 TUI1 20.09.2024
/ DE000DJ7EUT0
DZ Bank Put 7 TUI1 20.09.2024/ DE000DJ7EUT0 /
| 2024-05-31 9:35:08 PM |
Chg.+0.060 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+6.74% |
0.940
Bid Size: 12,500 |
1.060
Ask Size: 12,500 |
TUI AG |
7.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7EUT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
0.54 |
| Time value: |
0.46 |
| Break-even: |
6.00 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.12 |
| Spread %: |
13.64% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-3.50 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.880 |
| High: |
1.020 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+9.20% |
| 3 Months |
|
|
-14.41% |
| YTD |
|
|
-7.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.760 |
| 1M High / 1M Low: |
0.960 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-16 |
1.380 |
| Low (YTD): |
2024-04-10 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
