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DZ Bank Put 160 PER 20.06.2025/  DE000DJ39CJ5  /

Frankfurt Zert./DZB
8/2/2024  9:35:20 PM Chg.-0.050 Bid9:41:06 PM Ask9:41:06 PM Underlying Strike price Expiration date Option type
3.830EUR -1.29% 3.840
Bid Size: 10,800		 3.890
Ask Size: 10,800		 PERNOD RICARD ... 160.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.13
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 3.73
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 3.73
Time value: 0.19
Break-even: 120.80
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 1.29%
Delta: -0.69
Theta: -0.01
Omega: -2.17
Rho: -1.10
 

Quote data

Open: 3.820
High: 3.910
Low: 3.760
Previous Close: 3.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.99%
1 Month  
+5.80%
3 Months  
+51.98%
YTD  
+112.78%
1 Year  
+290.82%
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): 8/1/2024 3.880
Low (YTD): 2/22/2024 1.520
52W High: 8/1/2024 3.880
52W Low: 8/10/2023 0.920
Avg. price 1W:   3.712
Avg. volume 1W:   0.000
Avg. price 1M:   3.535
Avg. volume 1M:   0.000
Avg. price 6M:   2.553
Avg. volume 6M:   0.000
Avg. price 1Y:   2.108
Avg. volume 1Y:   0.000
Volatility 1M:   86.56%
Volatility 6M:   71.53%
Volatility 1Y:   78.09%
Volatility 3Y:   -