DZ Bank Put 8 M5Z/D 20.12.2024
/ DE000DJ87975
DZ Bank Put 8 M5Z/D 20.12.2024/ DE000DJ87975 /
| 2024-06-06 11:04:28 AM |
Chg.+0.110 |
Bid11:11:26 AM |
Ask11:11:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+7.14% |
1.650
Bid Size: 3,000 |
1.750
Ask Size: 3,000 |
MANZ AG |
8.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ8797 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.54 |
| Parity: |
0.52 |
| Time value: |
1.31 |
| Break-even: |
6.17 |
| Moneyness: |
1.07 |
| Premium: |
0.18 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.30 |
| Spread %: |
19.61% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-1.74 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.530 |
| High: |
1.660 |
| Low: |
1.530 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.01% |
| 1 Month |
|
|
+12.24% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.440 |
| 1M High / 1M Low: |
1.640 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
