DZ Bank Put 140 PER 20.12.2024
/ DE000DJ8B586
DZ Bank Put 140 PER 20.12.2024/ DE000DJ8B586 /
02/08/2024 21:34:38 |
Chg.-0.050 |
Bid21:58:44 |
Ask21:58:44 |
Underlying |
Strike price |
Expiration date |
Option type |
1.970EUR |
-2.48% |
1.970 Bid Size: 1,350 |
2.020 Ask Size: 1,350 |
PERNOD RICARD ... |
140.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DJ8B58 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
10/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.73 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
1.73 |
Time value: |
0.33 |
Break-even: |
119.40 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
2.49% |
Delta: |
-0.67 |
Theta: |
-0.02 |
Omega: |
-3.98 |
Rho: |
-0.39 |
Quote data
Open: |
1.960 |
High: |
2.050 |
Low: |
1.920 |
Previous Close: |
2.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.86% |
1 Month |
|
|
+8.84% |
3 Months |
|
|
+82.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
1.630 |
1M High / 1M Low: |
2.020 |
1.440 |
6M High / 6M Low: |
2.020 |
0.590 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.09% |
Volatility 6M: |
|
110.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |