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DZ Bank Put 120 PER 20.12.2024/  DE000DJ39CD8  /

Frankfurt Zert./DZB
2024-11-13  12:34:54 PM Chg.+0.150 Bid12:48:35 PM Ask12:48:35 PM Underlying Strike price Expiration date Option type
1.300EUR +13.04% 1.310
Bid Size: 40,000		 1.320
Ask Size: 40,000		 PERNOD RICARD ... 120.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ39CD
Issuer: DZ Bank AG
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.91
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.96
Implied volatility: 0.47
Historic volatility: 0.23
Parity: 0.96
Time value: 0.29
Break-even: 107.60
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 4.20%
Delta: -0.68
Theta: -0.07
Omega: -6.03
Rho: -0.09
 

Quote data

Open: 1.340
High: 1.340
Low: 1.220
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+202.33%
3 Months  
+73.33%
YTD  
+188.89%
1 Year  
+165.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.920
1M High / 1M Low: 1.170 0.280
6M High / 6M Low: 1.170 0.180
High (YTD): 2024-11-06 1.170
Low (YTD): 2024-09-27 0.180
52W High: 2024-11-06 1.170
52W Low: 2024-09-27 0.180
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   0.000
Volatility 1M:   321.38%
Volatility 6M:   220.78%
Volatility 1Y:   174.87%
Volatility 3Y:   -