DZ Bank Put 200 CGM 20.09.2024
/ DE000DJ7GM68
DZ Bank Put 200 CGM 20.09.2024/ DE000DJ7GM68 /
| 12/08/2024 12:04:25 |
Chg.+0.010 |
Bid21:59:44 |
Ask12/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+0.43% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
200.00 - |
20/09/2024 |
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 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
12/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.28 |
| Time value: |
0.04 |
| Break-even: |
176.90 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
-0.12 |
| Spread %: |
-4.94% |
| Delta: |
-0.87 |
| Theta: |
-0.03 |
| Omega: |
-6.70 |
| Rho: |
-0.18 |
Quote data
| Open: |
2.300 |
| High: |
2.340 |
| Low: |
2.290 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.75% |
| 1 Month |
|
|
+80.62% |
| 3 Months |
|
|
+153.26% |
| YTD |
|
|
+2.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
2.290 |
| 1M High / 1M Low: |
2.500 |
1.030 |
| 6M High / 6M Low: |
2.500 |
0.650 |
| High (YTD): |
10/01/2024 |
2.660 |
| Low (YTD): |
27/05/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.313 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.49% |
| Volatility 6M: |
|
168.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
