DZ Bank Put 120 SQU 20.09.2024
/ DE000DJ7EUZ7
DZ Bank Put 120 SQU 20.09.2024/ DE000DJ7EUZ7 /
| 14/06/2024 21:34:39 |
Chg.+0.240 |
Bid21:59:14 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
120.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ7EUZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
05/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.17 |
| Parity: |
1.69 |
| Time value: |
0.46 |
| Break-even: |
98.50 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.67 |
| Theta: |
-0.09 |
| Omega: |
-3.20 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.980 |
| High: |
2.220 |
| Low: |
1.980 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+107.69% |
| YTD |
|
|
+91.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.160 |
0.600 |
| High (YTD): |
14/06/2024 |
2.160 |
| Low (YTD): |
15/05/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
162.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
