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DZ Bank Put 150 CGM 20.12.2024/  DE000DJ32JC0  /

EUWAX
15/08/2024  08:12:05 Chg.-0.010 Bid10:51:05 Ask10:51:05 Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.290
Bid Size: 25,000		 0.300
Ask Size: 25,000		 CAPGEMINI SE INH. EO... 150.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 13/07/2023
Last trading day: 19/12/2024
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: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+20.00%
3 Months
  -3.23%
YTD
  -62.50%
1 Year
  -82.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.410 0.210
6M High / 6M Low: 0.500 0.210
High (YTD): 10/01/2024 0.890
Low (YTD): 29/07/2024 0.210
52W High: 17/08/2023 1.750
52W Low: 29/07/2024 0.210
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.336
Avg. volume 6M:   0.000
Avg. price 1Y:   0.745
Avg. volume 1Y:   0.000
Volatility 1M:   211.02%
Volatility 6M:   170.00%
Volatility 1Y:   129.48%
Volatility 3Y:   -