DZ Bank Put 160 PER 20.06.2025
/ DE000DJ39CJ5
DZ Bank Put 160 PER 20.06.2025/ DE000DJ39CJ5 /
9/6/2024 2:04:42 PM |
Chg.+0.070 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.800EUR |
+1.88% |
3.820 Bid Size: 1,350 |
- Ask Size: - |
PERNOD RICARD ... |
160.00 - |
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 - |
Maturity: |
6/20/2025 |
Issue date: |
7/19/2023 |
Last trading day: |
9/6/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.69 |
Intrinsic value: |
3.69 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
3.69 |
Time value: |
0.12 |
Break-even: |
122.00 |
Moneyness: |
1.30 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
-0.02 |
Spread %: |
-0.52% |
Delta: |
-0.73 |
Theta: |
-0.01 |
Omega: |
-2.35 |
Rho: |
-1.00 |
Quote data
Open: |
3.770 |
High: |
3.850 |
Low: |
3.770 |
Previous Close: |
3.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.15% |
1 Month |
|
|
-4.04% |
3 Months |
|
|
+36.20% |
YTD |
|
|
+111.11% |
1 Year |
|
|
+167.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.800 |
3.190 |
1M High / 1M Low: |
3.970 |
3.170 |
6M High / 6M Low: |
3.970 |
1.920 |
High (YTD): |
8/20/2024 |
3.970 |
Low (YTD): |
2/22/2024 |
1.520 |
52W High: |
8/20/2024 |
3.970 |
52W Low: |
11/9/2023 |
1.390 |
Avg. price 1W: |
|
3.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.650 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.937 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.378 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
58.13% |
Volatility 6M: |
|
67.04% |
Volatility 1Y: |
|
76.01% |
Volatility 3Y: |
|
- |