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DZ Bank Put 150 CGM 20.12.2024/  DE000DJ32JC0  /

EUWAX
2024-07-16  8:13:01 AM Chg.+0.010 Bid5:35:06 PM Ask5:35:06 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.240
Bid Size: 8,750		 0.270
Ask Size: 8,750		 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: -68.54
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -4.19
Time value: 0.28
Break-even: 147.20
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 12.00%
Delta: -0.11
Theta: -0.03
Omega: -7.73
Rho: -0.11
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -39.53%
3 Months
  -38.10%
YTD
  -67.50%
1 Year
  -81.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.500 0.250
6M High / 6M Low: 0.710 0.230
High (YTD): 2024-01-10 0.890
Low (YTD): 2024-05-29 0.230
52W High: 2023-08-17 1.750
52W Low: 2024-05-29 0.230
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   0.849
Avg. volume 1Y:   0.000
Volatility 1M:   120.64%
Volatility 6M:   151.11%
Volatility 1Y:   117.80%
Volatility 3Y:   -