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DZ Bank Put 150 PER 20.12.2024/  DE000DJ39CE6  /

Frankfurt Zert./DZB
01/08/2024  21:34:32 Chg.+0.110 Bid21:59:51 Ask21:59:51 Underlying Strike price Expiration date Option type
2.890EUR +3.96% 2.870
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: -4.41
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.60
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 2.60
Time value: 0.21
Break-even: 121.90
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 1.81%
Delta: -0.74
Theta: -0.02
Omega: -3.25
Rho: -0.46
 

Quote data

Open: 2.870
High: 2.940
Low: 2.750
Previous Close: 2.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.02%
1 Month  
+10.31%
3 Months  
+81.76%
YTD  
+160.36%
1 Year  
+455.77%
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): 30/07/2024 2.890
Low (YTD): 22/02/2024 0.870
52W High: 30/07/2024 2.890
52W Low: 01/08/2023 0.520
Avg. price 1W:   2.662
Avg. volume 1W:   0.000
Avg. price 1M:   2.546
Avg. volume 1M:   0.000
Avg. price 6M:   1.672
Avg. volume 6M:   0.000
Avg. price 1Y:   1.346
Avg. volume 1Y:   0.000
Volatility 1M:   116.24%
Volatility 6M:   97.81%
Volatility 1Y:   101.68%
Volatility 3Y:   -