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DZ Bank Put 120 PER 20.12.2024/  DE000DJ39CD8  /

EUWAX
02/08/2024  09:49:09 Chg.+0.070 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.750EUR +10.29% -
Bid Size: -		 -
Ask Size: -		 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: -16.20
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -0.32
Time value: 0.76
Break-even: 112.40
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 7.04%
Delta: -0.38
Theta: -0.03
Omega: -6.21
Rho: -0.21
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.12%
1 Month  
+27.12%
3 Months  
+66.67%
YTD  
+66.67%
1 Year  
+102.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.610
1M High / 1M Low: 0.750 0.530
6M High / 6M Low: 0.750 0.290
High (YTD): 02/08/2024 0.750
Low (YTD): 20/05/2024 0.290
52W High: 02/08/2024 0.750
52W Low: 20/05/2024 0.290
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.627
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   0.452
Avg. volume 1Y:   0.000
Volatility 1M:   182.80%
Volatility 6M:   144.66%
Volatility 1Y:   130.16%
Volatility 3Y:   -