DZ Bank Put 150 CGM 20.12.2024
/ DE000DJ32JC0
DZ Bank Put 150 CGM 20.12.2024/ DE000DJ32JC0 /
2024-08-15 9:04:55 AM |
Chg.-0.010 |
Bid2024-08-15 |
Ask2024-08-15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
0.300 Bid Size: 25,000 |
0.310 Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
150.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ32JC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-53.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.21 |
Parity: |
-2.73 |
Time value: |
0.33 |
Break-even: |
146.70 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
-0.16 |
Theta: |
-0.03 |
Omega: |
-8.60 |
Rho: |
-0.11 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+3.45% |
YTD |
|
|
-62.50% |
1 Year |
|
|
-82.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.310 |
1M High / 1M Low: |
0.460 |
0.210 |
6M High / 6M Low: |
0.530 |
0.210 |
High (YTD): |
2024-01-10 |
0.890 |
Low (YTD): |
2024-07-23 |
0.210 |
52W High: |
2023-08-17 |
1.770 |
52W Low: |
2024-07-23 |
0.210 |
Avg. price 1W: |
|
0.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.284 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.334 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.742 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.45% |
Volatility 6M: |
|
144.84% |
Volatility 1Y: |
|
114.79% |
Volatility 3Y: |
|
- |