DZ Bank Put 160 CGM 20.09.2024
/ DE000DJ20UP4
DZ Bank Put 160 CGM 20.09.2024/ DE000DJ20UP4 /
| 8/15/2024 9:06:51 AM |
Chg.-0.010 |
Bid12:23:03 PM |
Ask12:23:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.130
Bid Size: 25,000 |
0.140
Ask Size: 25,000 |
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: |
-118.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-1.73 |
| Time value: |
0.15 |
| Break-even: |
158.50 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.03 |
| Spread %: |
25.00% |
| Delta: |
-0.15 |
| Theta: |
-0.06 |
| Omega: |
-17.38 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
-42.11% |
| YTD |
|
|
-85.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.120 |
| 1M High / 1M Low: |
0.420 |
0.087 |
| 6M High / 6M Low: |
0.420 |
0.087 |
| High (YTD): |
1/10/2024 |
0.860 |
| Low (YTD): |
7/31/2024 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
826.087 |
| Avg. price 6M: |
|
0.237 |
| Avg. volume 6M: |
|
149.606 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
771.82% |
| Volatility 6M: |
|
376.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
