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DZ Bank Put 160 CGM 20.12.2024/  DE000DJ32JD8  /

Frankfurt Zert./DZB
2024-08-15  9:34:38 AM Chg.-0.020 Bid2024-08-15 Ask2024-08-15 Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.480
Bid Size: 25,000		 0.490
Ask Size: 25,000		 CAPGEMINI SE INH. EO... 160.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ32JD
Issuer: DZ Bank AG
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Put
Strike price: 160.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.09
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -1.73
Time value: 0.52
Break-even: 154.80
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 6.12%
Delta: -0.24
Theta: -0.04
Omega: -8.19
Rho: -0.17
 

Quote data

Open: 0.490
High: 0.490
Low: 0.480
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+29.73%
3 Months  
+23.08%
YTD
  -54.29%
1 Year
  -77.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.500
1M High / 1M Low: 0.700 0.310
6M High / 6M Low: 0.740 0.300
High (YTD): 2024-01-10 1.160
Low (YTD): 2024-05-27 0.300
52W High: 2023-08-17 2.210
52W Low: 2024-05-27 0.300
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   0.961
Avg. volume 1Y:   0.000
Volatility 1M:   169.68%
Volatility 6M:   136.43%
Volatility 1Y:   109.47%
Volatility 3Y:   -