DZ Bank Put 90 P911 20.09.2024
/ DE000DJ275K4
DZ Bank Put 90 P911 20.09.2024/ DE000DJ275K4 /
| 2024-05-24 8:24:15 AM |
Chg.+0.16 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
90.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ275K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
1.45 |
| Time value: |
0.16 |
| Break-even: |
73.90 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-3.38 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.11% |
| 1 Month |
|
|
+127.03% |
| 3 Months |
|
|
+43.59% |
| YTD |
|
|
+22.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.17 |
| 1M High / 1M Low: |
1.68 |
0.74 |
| 6M High / 6M Low: |
1.90 |
0.51 |
| High (YTD): |
2024-01-22 |
1.90 |
| Low (YTD): |
2024-04-12 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.21% |
| Volatility 6M: |
|
140.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
