DZ Bank Put 200 CGM 20.06.2025
/ DE000DJ8TRE4
DZ Bank Put 200 CGM 20.06.2025/ DE000DJ8TRE4 /
7/16/2024 9:09:27 AM |
Chg.-0.03 |
Bid9:37:39 PM |
Ask9:37:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.23EUR |
-1.33% |
2.20 Bid Size: 6,250 |
2.23 Ask Size: 6,250 |
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: |
-8.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
0.81 |
Time value: |
1.49 |
Break-even: |
177.00 |
Moneyness: |
1.04 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.32% |
Delta: |
-0.45 |
Theta: |
-0.02 |
Omega: |
-3.78 |
Rho: |
-1.02 |
Quote data
Open: |
2.23 |
High: |
2.23 |
Low: |
2.23 |
Previous Close: |
2.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.35% |
1 Month |
|
|
-18.32% |
3 Months |
|
|
-1.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.61 |
2.26 |
1M High / 1M Low: |
2.89 |
2.26 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |