DZ Bank Put 86 IBKR 21.06.2024
/ DE000DW0T2P5
DZ Bank Put 86 IBKR 21.06.2024/ DE000DW0T2P5 /
| 2024-05-23 8:08:01 AM |
Chg.+0.010 |
Bid5:40:47 PM |
Ask5:40:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+14.29% |
0.080
Bid Size: 30,000 |
0.095
Ask Size: 30,000 |
Interactive Brokers ... |
86.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DW0T2P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Interactive Brokers Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-119.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.21 |
| Parity: |
-3.61 |
| Time value: |
0.10 |
| Break-even: |
78.47 |
| Moneyness: |
0.69 |
| Premium: |
0.32 |
| Premium p.a.: |
32.16 |
| Spread abs.: |
0.02 |
| Spread %: |
18.29% |
| Delta: |
-0.06 |
| Theta: |
-0.07 |
| Omega: |
-7.58 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-89.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.100 |
0.070 |
| 6M High / 6M Low: |
1.150 |
0.070 |
| High (YTD): |
2024-01-02 |
0.730 |
| Low (YTD): |
2024-05-22 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.43% |
| Volatility 6M: |
|
115.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
