DZ Bank Put 120 PER 21.03.2025
/ DE000DQ2NJT6
DZ Bank Put 120 PER 21.03.2025/ DE000DQ2NJT6 /
7/16/2024 9:34:36 PM |
Chg.+0.040 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+5.26% |
0.800 Bid Size: 1,350 |
0.850 Ask Size: 1,350 |
PERNOD RICARD ... |
120.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
DQ2NJT |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-15.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
-0.70 |
Time value: |
0.81 |
Break-even: |
111.90 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.05 |
Spread %: |
6.58% |
Delta: |
-0.33 |
Theta: |
-0.02 |
Omega: |
-5.14 |
Rho: |
-0.34 |
Quote data
Open: |
0.800 |
High: |
0.840 |
Low: |
0.790 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.27% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+25.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.650 |
1M High / 1M Low: |
0.850 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |