DZ Bank Put 150 PER 20.12.2024
/ DE000DJ39CE6
DZ Bank Put 150 PER 20.12.2024/ DE000DJ39CE6 /
09/07/2024 18:34:33 |
Chg.+0.140 |
Bid18:39:48 |
Ask18:39:48 |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
+5.56% |
2.660 Bid Size: 10,800 |
2.710 Ask Size: 10,800 |
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: |
-4.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
2.17 |
Time value: |
0.43 |
Break-even: |
124.00 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.08 |
Spread %: |
3.17% |
Delta: |
-0.66 |
Theta: |
-0.03 |
Omega: |
-3.24 |
Rho: |
-0.50 |
Quote data
Open: |
2.620 |
High: |
2.700 |
Low: |
2.530 |
Previous Close: |
2.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.14% |
1 Month |
|
|
+43.78% |
3 Months |
|
|
+77.33% |
YTD |
|
|
+139.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.630 |
2.180 |
1M High / 1M Low: |
2.720 |
1.940 |
6M High / 6M Low: |
2.720 |
0.870 |
High (YTD): |
28/06/2024 |
2.720 |
Low (YTD): |
22/02/2024 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.307 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.523 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.53% |
Volatility 6M: |
|
100.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |