DZ Bank Put 120 PER 20.12.2024
/ DE000DJ39CD8
DZ Bank Put 120 PER 20.12.2024/ DE000DJ39CD8 /
| 09/07/2024 20:34:52 |
Chg.+0.070 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+11.86% |
0.660
Bid Size: 10,800 |
0.710
Ask Size: 10,800 |
PERNOD RICARD ... |
120.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-0.83 |
| Time value: |
0.67 |
| Break-even: |
113.30 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
13.56% |
| Delta: |
-0.32 |
| Theta: |
-0.03 |
| Omega: |
-6.04 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.650 |
| High: |
0.680 |
| Low: |
0.610 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+46.67% |
| YTD |
|
|
+46.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.490 |
| 1M High / 1M Low: |
0.710 |
0.450 |
| 6M High / 6M Low: |
0.710 |
0.260 |
| High (YTD): |
28/06/2024 |
0.710 |
| Low (YTD): |
22/02/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.89% |
| Volatility 6M: |
|
125.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
