DZ Bank Put 150 JNJ 17.01.2025
/ DE000DJ59EX0
DZ Bank Put 150 JNJ 17.01.2025/ DE000DJ59EX0 /
7/30/2024 7:34:32 PM |
Chg.-0.040 |
Bid7/30/2024 |
Ask7/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-11.43% |
0.310 Bid Size: 10,000 |
0.320 Ask Size: 10,000 |
JOHNSON + JOHNSON ... |
150.00 - |
1/17/2025 |
Put |
Master data
WKN: |
DJ59EX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
1/17/2025 |
Issue date: |
11/6/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-39.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.08 |
Historic volatility: |
0.14 |
Parity: |
0.34 |
Time value: |
0.03 |
Break-even: |
146.30 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
-0.53 |
Theta: |
0.00 |
Omega: |
-21.19 |
Rho: |
-0.38 |
Quote data
Open: |
0.360 |
High: |
0.380 |
Low: |
0.300 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.38% |
1 Month |
|
|
-62.65% |
3 Months |
|
|
-69.00% |
YTD |
|
|
-56.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.310 |
1M High / 1M Low: |
0.850 |
0.310 |
6M High / 6M Low: |
1.070 |
0.310 |
High (YTD): |
4/17/2024 |
1.070 |
Low (YTD): |
7/26/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.680 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.02% |
Volatility 6M: |
|
137.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |