DZ Bank Put 180 CGM 20.12.2024
/ DE000DW9B0M7
DZ Bank Put 180 CGM 20.12.2024/ DE000DW9B0M7 /
15/08/2024 15:34:33 |
Chg.-0.190 |
Bid15:44:18 |
Ask15:44:18 |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
-15.57% |
1.030 Bid Size: 25,000 |
1.040 Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
180.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW9B0M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 - |
Maturity: |
20/12/2024 |
Issue date: |
18/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
0.28 |
Time value: |
0.97 |
Break-even: |
167.60 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
2.48% |
Delta: |
-0.47 |
Theta: |
-0.04 |
Omega: |
-6.75 |
Rho: |
-0.33 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.030 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.53% |
1 Month |
|
|
+28.75% |
3 Months |
|
|
+43.06% |
YTD |
|
|
-39.41% |
1 Year |
|
|
-67.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
1.220 |
1M High / 1M Low: |
1.500 |
0.690 |
6M High / 6M Low: |
1.500 |
0.560 |
High (YTD): |
10/01/2024 |
1.880 |
Low (YTD): |
27/05/2024 |
0.560 |
52W High: |
17/08/2023 |
3.300 |
52W Low: |
27/05/2024 |
0.560 |
Avg. price 1W: |
|
1.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.900 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.573 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
134.15% |
Volatility 6M: |
|
130.81% |
Volatility 1Y: |
|
105.34% |
Volatility 3Y: |
|
- |