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DZ Bank Put 160 ESL 20.12.2024/  DE000DJ32LZ7  /

EUWAX
7/17/2024  9:06:09 AM Chg.+0.040 Bid10:31:20 AM Ask10:31:20 AM Underlying Strike price Expiration date Option type
0.220EUR +22.22% 0.230
Bid Size: 22,000		 0.250
Ask Size: 22,000		 ESSILORLUXO. INH. EO... 160.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ32LZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
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: -79.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -3.87
Time value: 0.25
Break-even: 157.50
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.55
Spread abs.: 0.10
Spread %: 66.67%
Delta: -0.11
Theta: -0.02
Omega: -8.97
Rho: -0.11
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -8.33%
3 Months
  -33.33%
YTD
  -70.67%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 0.830 0.160
High (YTD): 1/17/2024 0.830
Low (YTD): 6/10/2024 0.160
52W High: 10/19/2023 1.480
52W Low: 6/10/2024 0.160
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   0.675
Avg. volume 1Y:   0.000
Volatility 1M:   113.63%
Volatility 6M:   129.68%
Volatility 1Y:   112.93%
Volatility 3Y:   -