DZ Bank Put 150 PER 20.12.2024
/ DE000DJ39CE6
DZ Bank Put 150 PER 20.12.2024/ DE000DJ39CE6 /
2024-09-06 9:34:41 PM |
Chg.+0.090 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.820EUR |
+3.30% |
2.820 Bid Size: 1,350 |
2.920 Ask Size: 1,350 |
PERNOD RICARD ... |
150.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ39CE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
2.69 |
Implied volatility: |
0.44 |
Historic volatility: |
0.21 |
Parity: |
2.69 |
Time value: |
0.24 |
Break-even: |
120.80 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.10 |
Spread %: |
3.55% |
Delta: |
-0.75 |
Theta: |
-0.03 |
Omega: |
-3.17 |
Rho: |
-0.35 |
Quote data
Open: |
2.770 |
High: |
2.850 |
Low: |
2.740 |
Previous Close: |
2.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.61% |
1 Month |
|
|
-4.41% |
3 Months |
|
|
+52.43% |
YTD |
|
|
+154.05% |
1 Year |
|
|
+256.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.820 |
2.190 |
1M High / 1M Low: |
3.010 |
2.170 |
6M High / 6M Low: |
3.010 |
1.120 |
High (YTD): |
2024-08-20 |
3.010 |
Low (YTD): |
2024-02-22 |
0.870 |
52W High: |
2024-08-20 |
3.010 |
52W Low: |
2023-09-08 |
0.790 |
Avg. price 1W: |
|
2.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.011 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.570 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
86.50% |
Volatility 6M: |
|
93.47% |
Volatility 1Y: |
|
99.56% |
Volatility 3Y: |
|
- |