DZ Bank Put 8 PBB 20.12.2024
/ DE000DJ4P262
DZ Bank Put 8 PBB 20.12.2024/ DE000DJ4P262 /
2024-06-04 2:08:27 PM |
Chg.-0.01 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
2.66EUR |
-0.37% |
2.66 Bid Size: 20,000 |
- Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ4P26 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DT.PFANDBRIEFBK AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-07 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
1.98 |
Implied volatility: |
0.89 |
Historic volatility: |
0.39 |
Parity: |
1.98 |
Time value: |
0.85 |
Break-even: |
5.18 |
Moneyness: |
1.33 |
Premium: |
0.14 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.18 |
Spread %: |
6.82% |
Delta: |
-0.53 |
Theta: |
0.00 |
Omega: |
-1.13 |
Rho: |
-0.03 |
Quote data
Open: |
2.65 |
High: |
2.69 |
Low: |
2.65 |
Previous Close: |
2.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.52% |
1 Month |
|
|
-30.18% |
3 Months |
|
|
-44.58% |
YTD |
|
|
+16.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.94 |
2.67 |
1M High / 1M Low: |
3.73 |
2.67 |
6M High / 6M Low: |
4.85 |
2.20 |
High (YTD): |
2024-02-28 |
4.85 |
Low (YTD): |
2024-01-08 |
2.29 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.13% |
Volatility 6M: |
|
57.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |