OverviewChartNewsTraderScreen

DZ Bank Put 150 CGM 20.12.2024/  DE000DJ32JC0  /

Frankfurt Zert./DZB
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:   -