DZ Bank Put 140 BEI 20.12.2024
/ DE000DJ7N849
DZ Bank Put 140 BEI 20.12.2024/ DE000DJ7N849 /
9/17/2024 9:34:31 PM |
Chg.+0.140 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.460EUR |
+10.61% |
- Bid Size: - |
- Ask Size: - |
BEIERSDORF AG O.N. |
140.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
1.31 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
1.31 |
Time value: |
0.05 |
Break-even: |
126.50 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.04 |
Spread %: |
3.05% |
Delta: |
-0.78 |
Theta: |
-0.01 |
Omega: |
-7.32 |
Rho: |
-0.29 |
Quote data
Open: |
1.320 |
High: |
1.490 |
Low: |
1.320 |
Previous Close: |
1.320 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+8.96% |
1 Month |
|
|
-10.43% |
3 Months |
|
|
+160.71% |
YTD |
|
|
+36.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
1.320 |
1M High / 1M Low: |
1.590 |
1.020 |
6M High / 6M Low: |
1.710 |
0.410 |
High (YTD): |
8/13/2024 |
1.710 |
Low (YTD): |
6/12/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.376 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.899 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.73% |
Volatility 6M: |
|
139.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |