DZ Bank Put 120 PER 20.09.2024
/ DE000DJ29K84
DZ Bank Put 120 PER 20.09.2024/ DE000DJ29K84 /
| 2024-08-02 9:35:21 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.390
Bid Size: 1,350 |
0.440
Ask Size: 1,350 |
PERNOD RICARD ... |
120.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ29K8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.27 |
| Time value: |
0.44 |
| Break-even: |
115.60 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.05 |
| Spread %: |
12.82% |
| Delta: |
-0.39 |
| Theta: |
-0.05 |
| Omega: |
-10.84 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.380 |
| High: |
0.420 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.260 |
| 1M High / 1M Low: |
0.390 |
0.240 |
| 6M High / 6M Low: |
0.450 |
0.130 |
| High (YTD): |
2024-06-28 |
0.450 |
| Low (YTD): |
2024-05-21 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.70% |
| Volatility 6M: |
|
193.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
