DZ Bank Put 120 CGM 20.12.2024/  DE000DJ32JB2  /

EUWAX
2024-07-16  8:13:01 AM Chg.0.000 Bid6:03:42 PM Ask6:03:42 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.080
Bid Size: 8,750
0.150
Ask Size: 8,750
CAPGEMINI SE INH. EO... 120.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -119.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.23
Parity: -7.19
Time value: 0.16
Break-even: 118.40
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 1.13
Spread abs.: 0.09
Spread %: 128.57%
Delta: -0.05
Theta: -0.02
Omega: -6.26
Rho: -0.05
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.94%
3 Months
  -50.00%
YTD
  -76.47%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.190 0.080
6M High / 6M Low: 0.270 0.080
High (YTD): 2024-01-05 0.400
Low (YTD): 2024-07-15 0.080
52W High: 2023-09-28 0.830
52W Low: 2024-07-15 0.080
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   214.34%
Volatility 6M:   252.55%
Volatility 1Y:   187.20%
Volatility 3Y:   -