DZ Bank Put 85 EKT 20.12.2024
/ DE000DJ47XK2
DZ Bank Put 85 EKT 20.12.2024/ DE000DJ47XK2 /
| 2024-06-03 1:08:40 PM |
Chg.-0.020 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-1.16% |
1.700
Bid Size: 10,000 |
1.720
Ask Size: 10,000 |
ENERGIEKONTOR O.N. |
85.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ47XK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENERGIEKONTOR O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
1.31 |
| Time value: |
0.47 |
| Break-even: |
67.20 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
3.49% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-2.37 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.690 |
| High: |
1.720 |
| Low: |
1.690 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
-29.46% |
| 3 Months |
|
|
-22.73% |
| YTD |
|
|
+18.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.720 |
| 1M High / 1M Low: |
2.410 |
1.720 |
| 6M High / 6M Low: |
2.640 |
1.370 |
| High (YTD): |
2024-04-17 |
2.640 |
| Low (YTD): |
2024-01-12 |
1.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.959 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.54% |
| Volatility 6M: |
|
78.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
