DZ Bank Put 70 S92 20.06.2025
/ DE000DJ4H236
DZ Bank Put 70 S92 20.06.2025/ DE000DJ4H236 /
2024-06-06 9:34:43 AM |
Chg.-0.040 |
Bid9:57:48 AM |
Ask9:57:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.450EUR |
-1.61% |
2.470 Bid Size: 50,000 |
2.480 Ask Size: 50,000 |
SMA SOLAR TECHNOL.AG |
70.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ4H23 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SMA SOLAR TECHNOL.AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-31 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.50 |
Intrinsic value: |
2.37 |
Implied volatility: |
0.58 |
Historic volatility: |
0.51 |
Parity: |
2.37 |
Time value: |
0.25 |
Break-even: |
43.80 |
Moneyness: |
1.51 |
Premium: |
0.05 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.16% |
Delta: |
-0.63 |
Theta: |
-0.01 |
Omega: |
-1.12 |
Rho: |
-0.58 |
Quote data
Open: |
2.490 |
High: |
2.490 |
Low: |
2.450 |
Previous Close: |
2.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.15% |
1 Month |
|
|
-1.21% |
3 Months |
|
|
+13.43% |
YTD |
|
|
+12.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.590 |
2.330 |
1M High / 1M Low: |
2.660 |
2.200 |
6M High / 6M Low: |
2.930 |
1.950 |
High (YTD): |
2024-01-17 |
2.930 |
Low (YTD): |
2024-03-12 |
2.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.457 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.36% |
Volatility 6M: |
|
63.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |