DZ Bank Put 120 SQU 20.12.2024
/ DE000DJ7EU03
DZ Bank Put 120 SQU 20.12.2024/ DE000DJ7EU03 /
| 2024-06-28 9:34:49 PM |
Chg.+0.070 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+3.30% |
2.140
Bid Size: 3,500 |
2.220
Ask Size: 3,500 |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7EU0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
2.11 |
| Time value: |
0.10 |
| Break-even: |
97.90 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
3.76% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-3.34 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.150 |
| High: |
2.200 |
| Low: |
2.150 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.02% |
| 1 Month |
|
|
+163.86% |
| 3 Months |
|
|
+157.65% |
| YTD |
|
|
+72.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.720 |
| 1M High / 1M Low: |
2.180 |
0.830 |
| 6M High / 6M Low: |
2.180 |
0.780 |
| High (YTD): |
2024-06-14 |
2.180 |
| Low (YTD): |
2024-05-21 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.13% |
| Volatility 6M: |
|
116.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
