DZ Bank Put 13 XCA 20.12.2024
/ DE000DJ7GNE2
DZ Bank Put 13 XCA 20.12.2024/ DE000DJ7GNE2 /
| 7/22/2024 9:07:17 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
13.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ7GNE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.88 |
| Time value: |
0.41 |
| Break-even: |
12.59 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-9.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.45% |
| 1 Month |
|
|
-47.14% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-75.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.370 |
| 1M High / 1M Low: |
0.840 |
0.370 |
| 6M High / 6M Low: |
1.890 |
0.270 |
| High (YTD): |
2/14/2024 |
1.890 |
| Low (YTD): |
5/29/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.911 |
| Avg. volume 6M: |
|
62.992 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.74% |
| Volatility 6M: |
|
140.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
