DZ Bank Put 11 XCA 20.09.2024
/ DE000DJ52MG3
DZ Bank Put 11 XCA 20.09.2024/ DE000DJ52MG3 /
2024-06-26 10:52:34 AM |
Chg.+0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
11.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ52MG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-73.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
-2.14 |
Time value: |
0.18 |
Break-even: |
10.82 |
Moneyness: |
0.84 |
Premium: |
0.18 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.08 |
Spread %: |
80.00% |
Delta: |
-0.14 |
Theta: |
0.00 |
Omega: |
-9.87 |
Rho: |
0.00 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.53% |
1 Month |
|
|
+96.97% |
3 Months |
|
|
-43.48% |
YTD |
|
|
-74.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.210 |
0.024 |
6M High / 6M Low: |
0.600 |
0.024 |
High (YTD): |
2024-02-08 |
0.600 |
Low (YTD): |
2024-05-29 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.270 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
686.59% |
Volatility 6M: |
|
305.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |