DZ Bank Put 120 PER 20.09.2024
/ DE000DJ27492
DZ Bank Put 120 PER 20.09.2024/ DE000DJ27492 /
| 09/07/2024 09:08:34 |
Chg.+0.050 |
Bid17:53:34 |
Ask17:53:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+16.13% |
0.360
Bid Size: 10,800 |
0.410
Ask Size: 10,800 |
PERNOD RICARD ... |
120.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ2749 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-0.83 |
| Time value: |
0.39 |
| Break-even: |
116.10 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.08 |
| Spread %: |
25.81% |
| Delta: |
-0.29 |
| Theta: |
-0.04 |
| Omega: |
-9.50 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+89.47% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.280 |
| 1M High / 1M Low: |
0.420 |
0.220 |
| 6M High / 6M Low: |
0.420 |
0.150 |
| High (YTD): |
05/01/2024 |
0.430 |
| Low (YTD): |
21/05/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.71% |
| Volatility 6M: |
|
162.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
