DZ Bank Put 14 XCA 20.09.2024
/ DE000DJ8B396
DZ Bank Put 14 XCA 20.09.2024/ DE000DJ8B396 /
| 2024-08-29 9:04:45 AM |
Chg.-0.010 |
Bid10:42:16 AM |
Ask10:42:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.320
Bid Size: 50,000 |
0.330
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
14.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ8B39 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.18 |
| Break-even: |
13.58 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-19.71 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-22.45% |
| 3 Months |
|
|
+40.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.390 |
| 1M High / 1M Low: |
1.390 |
0.350 |
| 6M High / 6M Low: |
2.390 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
581.32% |
| Volatility 6M: |
|
319.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
