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DZ Bank Put 160 CGM 20.12.2024/  DE000DJ32JD8  /

EUWAX
2024-07-16  8:13:01 AM Chg.+0.010 Bid6:17:51 PM Ask6:17:51 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.350
Bid Size: 8,750		 0.370
Ask Size: 8,750		 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: -47.98
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -3.19
Time value: 0.40
Break-even: 156.00
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 8.11%
Delta: -0.16
Theta: -0.03
Omega: -7.66
Rho: -0.15
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.78%
1 Month
  -39.34%
3 Months
  -35.09%
YTD
  -64.76%
1 Year
  -78.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.360
1M High / 1M Low: 0.700 0.360
6M High / 6M Low: 0.930 0.300
High (YTD): 2024-01-10 1.160
Low (YTD): 2024-05-28 0.300
52W High: 2023-08-17 2.190
52W Low: 2024-05-28 0.300
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   1.086
Avg. volume 1Y:   0.000
Volatility 1M:   122.79%
Volatility 6M:   150.72%
Volatility 1Y:   116.93%
Volatility 3Y:   -