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DZ Bank Put 150 PER 20.12.2024/  DE000DJ39CE6  /

Frankfurt Zert./DZB
06/09/2024  21:34:41 Chg.+0.090 Bid21:58:02 Ask21:58:02 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 20/12/2024 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: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
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): 20/08/2024 3.010
Low (YTD): 22/02/2024 0.870
52W High: 20/08/2024 3.010
52W Low: 08/09/2023 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:   -