DZ Bank Put 95 ADN1/D 20.12.2024
/ DE000DJ3SVG4
DZ Bank Put 95 ADN1/D 20.12.2024/ DE000DJ3SVG4 /
2024-06-06 8:10:44 AM |
Chg.-0.040 |
Bid5:36:05 PM |
Ask5:36:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-4.17% |
1.010 Bid Size: 1,750 |
1.110 Ask Size: 1,750 |
ADESSO SE INH O.N. |
95.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ3SVG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ADESSO SE INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.37 |
Parity: |
-0.62 |
Time value: |
1.03 |
Break-even: |
84.70 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.12 |
Spread %: |
13.19% |
Delta: |
-0.34 |
Theta: |
-0.03 |
Omega: |
-3.35 |
Rho: |
-0.24 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
0.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.30% |
1 Month |
|
|
-5.15% |
3 Months |
|
|
-11.54% |
YTD |
|
|
-12.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
0.960 |
1M High / 1M Low: |
1.500 |
0.960 |
6M High / 6M Low: |
1.790 |
0.940 |
High (YTD): |
2024-02-08 |
1.790 |
Low (YTD): |
2024-03-18 |
0.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.249 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.96% |
Volatility 6M: |
|
102.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |