DZ Bank Put 140 BEI 20.12.2024
/ DE000DJ7N849
DZ Bank Put 140 BEI 20.12.2024/ DE000DJ7N849 /
| 2024-07-16 9:34:46 PM |
Chg.+0.040 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+5.33% |
0.790
Bid Size: 4,000 |
0.830
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
140.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7N84 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.31 |
| Time value: |
0.49 |
| Break-even: |
132.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
-0.49 |
| Theta: |
-0.02 |
| Omega: |
-8.43 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.770 |
| High: |
0.840 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.49% |
| 1 Month |
|
|
+88.10% |
| 3 Months |
|
|
-24.04% |
| YTD |
|
|
-26.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.690 |
| 1M High / 1M Low: |
0.840 |
0.420 |
| 6M High / 6M Low: |
1.380 |
0.410 |
| High (YTD): |
2024-04-09 |
1.380 |
| Low (YTD): |
2024-06-12 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.19% |
| Volatility 6M: |
|
143.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
