DZ Bank Put 160 CGM 20.09.2024
/ DE000DJ20UP4
DZ Bank Put 160 CGM 20.09.2024/ DE000DJ20UP4 /
| 7/16/2024 9:04:35 PM |
Chg.-0.010 |
Bid9:33:43 PM |
Ask9:33:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.140
Bid Size: 6,250 |
0.160
Ask Size: 6,250 |
CAPGEMINI SE INH. EO... |
160.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ20UP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-112.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-3.19 |
| Time value: |
0.17 |
| Break-even: |
158.30 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
-0.11 |
| Theta: |
-0.04 |
| Omega: |
-12.02 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
-70.45% |
| 3 Months |
|
|
-59.38% |
| YTD |
|
|
-82.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.140 |
| 1M High / 1M Low: |
0.400 |
0.140 |
| 6M High / 6M Low: |
0.630 |
0.120 |
| High (YTD): |
1/10/2024 |
0.850 |
| Low (YTD): |
5/27/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.11% |
| Volatility 6M: |
|
193.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
