DZ Bank Put 150 PER 20.12.2024
/ DE000DJ39CE6
DZ Bank Put 150 PER 20.12.2024/ DE000DJ39CE6 /
8/14/2024 10:01:43 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.96EUR |
- |
- Bid Size: - |
- Ask Size: - |
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: |
-4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.85 |
Intrinsic value: |
2.85 |
Implied volatility: |
0.39 |
Historic volatility: |
0.22 |
Parity: |
2.85 |
Time value: |
0.14 |
Break-even: |
120.10 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
1.70% |
Delta: |
-0.77 |
Theta: |
-0.02 |
Omega: |
-3.14 |
Rho: |
-0.43 |
Quote data
Open: |
2.96 |
High: |
2.96 |
Low: |
2.96 |
Previous Close: |
3.06 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
+17.00% |
3 Months |
|
|
+146.67% |
YTD |
|
|
+174.07% |
1 Year |
|
|
+393.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.06 |
2.84 |
1M High / 1M Low: |
3.06 |
2.49 |
6M High / 6M Low: |
3.06 |
0.88 |
High (YTD): |
8/13/2024 |
3.06 |
Low (YTD): |
2/15/2024 |
0.88 |
52W High: |
8/13/2024 |
3.06 |
52W Low: |
8/30/2023 |
0.54 |
Avg. price 1W: |
|
2.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.45 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
101.58% |
Volatility 6M: |
|
105.13% |
Volatility 1Y: |
|
108.01% |
Volatility 3Y: |
|
- |