DZ Bank Put 120 CGM 20.12.2024/  DE000DJ32JB2  /

EUWAX
15/08/2024  08:12:05 Chg.0.000 Bid10:51:43 Ask10:51:43 Underlying Strike price Expiration date Option type
0.060EUR 0.00% 0.070
Bid Size: 25,000
0.100
Ask Size: 25,000
CAPGEMINI SE INH. EO... 120.00 EUR 20/12/2024 Put
 

Master data

WKN: DJ32JB
Issuer: DZ Bank AG
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 20/12/2024
Issue date: 13/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -126.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.21
Parity: -5.73
Time value: 0.14
Break-even: 118.60
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 1.27
Spread abs.: 0.09
Spread %: 180.00%
Delta: -0.06
Theta: -0.02
Omega: -7.39
Rho: -0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -25.00%
3 Months
  -50.00%
YTD
  -82.35%
1 Year
  -92.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.100 0.024
6M High / 6M Low: 0.200 0.024
High (YTD): 05/01/2024 0.400
Low (YTD): 30/07/2024 0.024
52W High: 28/09/2023 0.830
52W Low: 30/07/2024 0.024
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   514.66%
Volatility 6M:   323.99%
Volatility 1Y:   236.37%
Volatility 3Y:   -