DZ Bank Put 120 SQU 20.12.2024
/ DE000DJ7EU03
DZ Bank Put 120 SQU 20.12.2024/ DE000DJ7EU03 /
| 8/2/2024 9:34:51 PM |
Chg.+0.090 |
Bid9:58:21 PM |
Ask9:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+5.23% |
1.810
Bid Size: 1,750 |
1.860
Ask Size: 1,750 |
VINCI S.A. INH. EO... |
120.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.78 |
| Time value: |
0.09 |
| Break-even: |
101.40 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
2.76% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-4.16 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.780 |
| High: |
1.880 |
| Low: |
1.760 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.07% |
| 1 Month |
|
|
+5.85% |
| 3 Months |
|
|
+60.18% |
| YTD |
|
|
+42.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.440 |
| 1M High / 1M Low: |
1.810 |
1.340 |
| 6M High / 6M Low: |
2.190 |
0.780 |
| High (YTD): |
6/28/2024 |
2.190 |
| Low (YTD): |
5/21/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.19% |
| Volatility 6M: |
|
124.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
