DZ Bank Put 14 XCA 20.12.2024
/ DE000DJ8B5W3
DZ Bank Put 14 XCA 20.12.2024/ DE000DJ8B5W3 /
| 04/11/2024 12:51:57 |
Chg.-0.040 |
Bid21:27:32 |
Ask21:27:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-9.30% |
0.360
Bid Size: 10,000 |
0.400
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
14.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ8B5W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.13 |
| Time value: |
0.46 |
| Break-even: |
13.54 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-13.12 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-52.44% |
| 3 Months |
|
|
-52.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.390 |
| 1M High / 1M Low: |
0.820 |
0.380 |
| 6M High / 6M Low: |
1.580 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.99% |
| Volatility 6M: |
|
209.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
