DZ Bank Put 160 JNJ 20.12.2024
/ DE000DJ61ZE1
DZ Bank Put 160 JNJ 20.12.2024/ DE000DJ61ZE1 /
| 2024-07-29 9:34:53 PM |
Chg.+0.070 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+12.28% |
0.670
Bid Size: 5,000 |
0.680
Ask Size: 5,000 |
JOHNSON + JOHNSON ... |
160.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ61ZE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
1.20 |
| Time value: |
-0.61 |
| Break-even: |
154.10 |
| Moneyness: |
1.08 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.600 |
| High: |
0.650 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.71% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-56.46% |
| YTD |
|
|
-38.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.570 |
| 1M High / 1M Low: |
1.450 |
0.570 |
| 6M High / 6M Low: |
1.650 |
0.570 |
| High (YTD): |
2024-04-17 |
1.650 |
| Low (YTD): |
2024-07-26 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.31% |
| Volatility 6M: |
|
124.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
