DZ Bank Put 12 XCA 20.12.2024
/ DE000DJ44NN4
DZ Bank Put 12 XCA 20.12.2024/ DE000DJ44NN4 /
| 2024-07-22 9:34:49 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-5.26% |
0.180
Bid Size: 5,000 |
0.220
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
12.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ44NN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-60.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.88 |
| Time value: |
0.23 |
| Break-even: |
11.77 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
21.05% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-9.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.210 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-56.10% |
| 3 Months |
|
|
-58.14% |
| YTD |
|
|
-82.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.180 |
| 1M High / 1M Low: |
0.490 |
0.180 |
| 6M High / 6M Low: |
1.240 |
0.180 |
| High (YTD): |
2024-02-13 |
1.240 |
| Low (YTD): |
2024-07-22 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.80% |
| Volatility 6M: |
|
166.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
