DZ Bank Put 95 GXI 21.06.2024
/ DE000DJ4GX01
DZ Bank Put 95 GXI 21.06.2024/ DE000DJ4GX01 /
| 2024-04-29 12:06:36 PM |
Chg.-0.010 |
Bid12:25:35 PM |
Ask12:25:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.380
Bid Size: 75,000 |
0.390
Ask Size: 75,000 |
GERRESHEIMER AG |
95.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4GX0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
-0.55 |
| Time value: |
0.39 |
| Break-even: |
91.10 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-8.37 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
-59.55% |
| YTD |
|
|
-64.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.580 |
0.350 |
| 6M High / 6M Low: |
1.690 |
0.340 |
| High (YTD): |
2024-01-17 |
1.350 |
| Low (YTD): |
2024-03-06 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.48% |
| Volatility 6M: |
|
187.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
