DZ Bank Put 160 CGM 20.09.2024
/ DE000DJ20UP4
DZ Bank Put 160 CGM 20.09.2024/ DE000DJ20UP4 /
16/07/2024 09:08:13 |
Chg.0.000 |
Bid21:44:31 |
Ask21:44:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
0.00% |
0.130 Bid Size: 6,250 |
0.160 Ask Size: 6,250 |
CAPGEMINI SE INH. EO... |
160.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
19/09/2024 |
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: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-61.11% |
3 Months |
|
|
-58.82% |
YTD |
|
|
-81.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.140 |
1M High / 1M Low: |
0.400 |
0.140 |
6M High / 6M Low: |
0.640 |
0.130 |
High (YTD): |
10/01/2024 |
0.860 |
Low (YTD): |
29/05/2024 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.262 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.286 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.79% |
Volatility 6M: |
|
211.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |