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DZ Bank Put 150 CGM 20.06.2025/  DE000DJ32JF3  /

Frankfurt Zert./DZB
8/15/2024  11:04:57 AM Chg.-0.030 Bid11:12:16 AM Ask11:12:16 AM Underlying Strike price Expiration date Option type
0.780EUR -3.70% 0.790
Bid Size: 25,000		 0.800
Ask Size: 25,000		 CAPGEMINI SE INH. EO... 150.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ32JF
Issuer: DZ Bank AG
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 6/20/2025
Issue date: 7/13/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.10
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.21
Parity: -2.73
Time value: 0.84
Break-even: 141.60
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 3.70%
Delta: -0.22
Theta: -0.02
Omega: -4.61
Rho: -0.40
 

Quote data

Open: 0.800
High: 0.800
Low: 0.760
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.24%
1 Month  
+30.00%
3 Months  
+34.48%
YTD
  -36.07%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.810
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: 0.920 0.490
High (YTD): 1/5/2024 1.310
Low (YTD): 5/27/2024 0.490
52W High: 8/24/2023 2.390
52W Low: 5/27/2024 0.490
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.664
Avg. volume 6M:   0.000
Avg. price 1Y:   1.114
Avg. volume 1Y:   0.000
Volatility 1M:   81.22%
Volatility 6M:   89.61%
Volatility 1Y:   78.82%
Volatility 3Y:   -