DZ Bank Put 200 CGM 20.06.2025
/ DE000DJ8TRE4
DZ Bank Put 200 CGM 20.06.2025/ DE000DJ8TRE4 /
| 8/15/2024 9:07:50 AM |
Chg.-0.05 |
Bid4:30:19 PM |
Ask4:30:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
-1.65% |
2.81
Bid Size: 25,000 |
2.82
Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/24/2024 |
| Last trading day: |
6/19/2025 |
| 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: |
2.98 |
| High: |
2.98 |
| Low: |
2.98 |
| Previous Close: |
3.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.70% |
| 1 Month |
|
|
+31.86% |
| 3 Months |
|
|
+58.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
3.03 |
| 1M High / 1M Low: |
3.21 |
2.05 |
| 6M High / 6M Low: |
3.21 |
1.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.31% |
| Volatility 6M: |
|
92.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
