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DZ Bank Put 160 CGM 20.12.2024/  DE000DJ32JD8  /

EUWAX
10/18/2024  8:13:04 AM Chg.0.000 Bid7:59:00 PM Ask7:59:00 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% 0.230
Bid Size: 6,250		 0.260
Ask Size: 6,250		 CAPGEMINI SE INH. EO... 160.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -63.05
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -2.29
Time value: 0.29
Break-even: 157.10
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.15
Spread abs.: 0.03
Spread %: 11.54%
Delta: -0.17
Theta: -0.06
Omega: -10.81
Rho: -0.06
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+8.33%
3 Months
  -27.78%
YTD
  -75.24%
1 Year
  -86.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.330 0.140
6M High / 6M Low: 0.700 0.140
High (YTD): 1/10/2024 1.160
Low (YTD): 9/30/2024 0.140
52W High: 10/27/2023 2.150
52W Low: 9/30/2024 0.140
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   271.81%
Volatility 6M:   203.44%
Volatility 1Y:   155.60%
Volatility 3Y:   -