DZ Bank Put 2.5 CEC 20.09.2024
/ DE000DJ7X7L7
DZ Bank Put 2.5 CEC 20.09.2024/ DE000DJ7X7L7 /
8/16/2024 12:34:44 PM |
Chg.+0.010 |
Bid9:55:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
0.180 Bid Size: 6,500 |
- Ask Size: - |
CECONOMY AG INH O.N... |
2.50 - |
9/20/2024 |
Put |
Master data
WKN: |
DJ7X7L |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CECONOMY AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.50 - |
Maturity: |
9/20/2024 |
Issue date: |
12/27/2023 |
Last trading day: |
8/16/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-15.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.08 |
Historic volatility: |
0.49 |
Parity: |
-0.38 |
Time value: |
0.19 |
Break-even: |
2.31 |
Moneyness: |
0.87 |
Premium: |
0.20 |
Premium p.a.: |
5.98 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
-0.27 |
Theta: |
0.00 |
Omega: |
-4.13 |
Rho: |
0.00 |
Quote data
Open: |
0.180 |
High: |
0.200 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+171.43% |
1 Month |
|
|
+90.00% |
3 Months |
|
|
+26.67% |
YTD |
|
|
-56.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.080 |
1M High / 1M Low: |
0.190 |
0.070 |
6M High / 6M Low: |
0.780 |
0.060 |
High (YTD): |
3/22/2024 |
0.780 |
Low (YTD): |
6/13/2024 |
0.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.321 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.60% |
Volatility 6M: |
|
215.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |