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DZ Bank Put 160 CGM 20.12.2024/  DE000DJ32JD8  /

EUWAX
8/15/2024  8:12:05 AM Chg.-0.020 Bid9:51:11 AM Ask9:51:11 AM Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.470
Bid Size: 25,000		 0.480
Ask Size: 25,000		 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: -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: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+33.33%
3 Months  
+17.07%
YTD
  -54.29%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 0.630 0.320
6M High / 6M Low: 0.700 0.300
High (YTD): 1/10/2024 1.160
Low (YTD): 5/28/2024 0.300
52W High: 8/17/2023 2.190
52W Low: 5/28/2024 0.300
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   0.964
Avg. volume 1Y:   0.000
Volatility 1M:   208.44%
Volatility 6M:   168.28%
Volatility 1Y:   128.63%
Volatility 3Y:   -