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DZ Bank Put 160 PER 20.06.2025/  DE000DJ39CJ5  /

Frankfurt Zert./DZB
2024-08-01  9:34:47 PM Chg.+0.110 Bid9:58:50 PM Ask9:58:50 PM Underlying Strike price Expiration date Option type
3.880EUR +2.92% 3.870
Bid Size: 1,350		 3.920
Ask Size: 1,350		 PERNOD RICARD ... 160.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ39CJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.26
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.60
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 3.60
Time value: 0.20
Break-even: 122.00
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 1.33%
Delta: -0.69
Theta: -0.01
Omega: -2.25
Rho: -1.09
 

Quote data

Open: 3.860
High: 3.920
Low: 3.740
Previous Close: 3.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.99%
1 Month  
+7.78%
3 Months  
+55.82%
YTD  
+115.56%
1 Year  
+326.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.880 3.420
1M High / 1M Low: 3.880 3.150
6M High / 6M Low: 3.880 1.520
High (YTD): 2024-07-30 3.880
Low (YTD): 2024-02-22 1.520
52W High: 2024-07-30 3.880
52W Low: 2023-08-01 0.910
Avg. price 1W:   3.648
Avg. volume 1W:   0.000
Avg. price 1M:   3.523
Avg. volume 1M:   0.000
Avg. price 6M:   2.538
Avg. volume 6M:   0.000
Avg. price 1Y:   2.096
Avg. volume 1Y:   0.000
Volatility 1M:   86.13%
Volatility 6M:   71.46%
Volatility 1Y:   78.36%
Volatility 3Y:   -