DZ Bank Put 180 CGM 20.09.2024
/ DE000DJ585H2
DZ Bank Put 180 CGM 20.09.2024/ DE000DJ585H2 /
14/08/2024 09:08:08 |
Chg.-0.100 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
180.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ585H |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
06/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
0.27 |
Time value: |
0.46 |
Break-even: |
172.70 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
4.29% |
Delta: |
-0.53 |
Theta: |
-0.07 |
Omega: |
-12.98 |
Rho: |
-0.10 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.65% |
1 Month |
|
|
+59.09% |
3 Months |
|
|
+70.73% |
YTD |
|
|
-48.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.700 |
1M High / 1M Low: |
0.920 |
0.330 |
6M High / 6M Low: |
0.980 |
0.280 |
High (YTD): |
10/01/2024 |
1.570 |
Low (YTD): |
27/05/2024 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.573 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.559 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
276.98% |
Volatility 6M: |
|
232.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |