DZ Bank Put 200 CGM 20.09.2024
/ DE000DJ7GM68
DZ Bank Put 200 CGM 20.09.2024/ DE000DJ7GM68 /
| 2024-07-16 6:34:50 PM |
Chg.-0.030 |
Bid6:47:01 PM |
Ask6:47:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-2.33% |
1.270
Bid Size: 8,750 |
1.290
Ask Size: 8,750 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7GM6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.81 |
| Time value: |
0.52 |
| Break-even: |
186.70 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
-0.59 |
| Theta: |
-0.06 |
| Omega: |
-8.49 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.280 |
| High: |
1.320 |
| Low: |
1.160 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.39% |
| 1 Month |
|
|
-42.73% |
| 3 Months |
|
|
-3.08% |
| YTD |
|
|
-44.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.290 |
| 1M High / 1M Low: |
2.060 |
1.290 |
| 6M High / 6M Low: |
2.200 |
0.650 |
| High (YTD): |
2024-01-10 |
2.660 |
| Low (YTD): |
2024-05-27 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.68% |
| Volatility 6M: |
|
167.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
