DZ Bank Put 95 GXI 21.06.2024
/ DE000DJ4GX01
DZ Bank Put 95 GXI 21.06.2024/ DE000DJ4GX01 /
| 2024-05-23 1:06:02 PM |
Chg.-0.370 |
Bid1:54:48 PM |
Ask1:54:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-63.79% |
0.190
Bid Size: 75,000 |
0.200
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: |
-15.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.18 |
| Time value: |
0.44 |
| Break-even: |
88.80 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
-0.52 |
| Theta: |
-0.09 |
| Omega: |
-7.75 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.210 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-43.24% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
-79.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.190 |
| 1M High / 1M Low: |
0.580 |
0.190 |
| 6M High / 6M Low: |
1.560 |
0.190 |
| High (YTD): |
2024-01-17 |
1.350 |
| Low (YTD): |
2024-05-16 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.766 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.95% |
| Volatility 6M: |
|
229.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
