DZ Bank Put 200 CGM 20.06.2025
/ DE000DJ8TRE4
DZ Bank Put 200 CGM 20.06.2025/ DE000DJ8TRE4 /
15/08/2024 15:35:09 |
Chg.-0.240 |
Bid16:01:30 |
Ask16:01:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
-7.87% |
2.790 Bid Size: 25,000 |
2.800 Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ8TRE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
24/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
2.28 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
2.28 |
Time value: |
0.80 |
Break-even: |
169.30 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.99% |
Delta: |
-0.57 |
Theta: |
-0.02 |
Omega: |
-3.27 |
Rho: |
-1.11 |
Quote data
Open: |
2.980 |
High: |
2.990 |
Low: |
2.810 |
Previous Close: |
3.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.77% |
1 Month |
|
|
+23.79% |
3 Months |
|
|
+47.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.140 |
3.040 |
1M High / 1M Low: |
3.220 |
2.090 |
6M High / 6M Low: |
3.220 |
1.620 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.619 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.204 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.86% |
Volatility 6M: |
|
82.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |