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DZ Bank Put 150 PER 20.12.2024/  DE000DJ39CE6  /

Frankfurt Zert./DZB
8/2/2024  5:04:38 PM Chg.-0.050 Bid6:01:52 PM Ask6:01:52 PM Underlying Strike price Expiration date Option type
2.840EUR -1.73% 2.840
Bid Size: 10,800		 2.890
Ask Size: 10,800		 PERNOD RICARD ... 150.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.20
Leverage: Yes

Calculated values

Fair value: 2.73
Intrinsic value: 2.73
Implied volatility: 0.39
Historic volatility: 0.22
Parity: 2.73
Time value: 0.19
Break-even: 120.80
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 1.74%
Delta: -0.75
Theta: -0.02
Omega: -3.14
Rho: -0.46
 

Quote data

Open: 2.830
High: 2.930
Low: 2.770
Previous Close: 2.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.39%
1 Month  
+7.98%
3 Months  
+75.31%
YTD  
+155.86%
1 Year  
+381.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.890 2.440
1M High / 1M Low: 2.890 2.180
6M High / 6M Low: 2.890 0.870
High (YTD): 8/1/2024 2.890
Low (YTD): 2/22/2024 0.870
52W High: 8/1/2024 2.890
52W Low: 8/30/2023 0.540
Avg. price 1W:   2.724
Avg. volume 1W:   0.000
Avg. price 1M:   2.557
Avg. volume 1M:   0.000
Avg. price 6M:   1.685
Avg. volume 6M:   0.000
Avg. price 1Y:   1.355
Avg. volume 1Y:   0.000
Volatility 1M:   116.80%
Volatility 6M:   97.90%
Volatility 1Y:   100.97%
Volatility 3Y:   -