DZ Bank Put 200 CGM 20.12.2024
/ DE000DJ7GM76
DZ Bank Put 200 CGM 20.12.2024/ DE000DJ7GM76 /
2024-08-15 9:04:33 AM |
Chg.-0.080 |
Bid9:13:32 AM |
Ask9:13:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.420EUR |
-3.20% |
2.410 Bid Size: 25,000 |
2.430 Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ7GM7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
2.27 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
2.27 |
Time value: |
0.27 |
Break-even: |
174.60 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.42% |
Delta: |
-0.70 |
Theta: |
-0.03 |
Omega: |
-4.92 |
Rho: |
-0.53 |
Quote data
Open: |
2.420 |
High: |
2.420 |
Low: |
2.420 |
Previous Close: |
2.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.72% |
1 Month |
|
|
+45.78% |
3 Months |
|
|
+83.33% |
YTD |
|
|
-7.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.630 |
2.490 |
1M High / 1M Low: |
2.810 |
1.450 |
6M High / 6M Low: |
2.810 |
1.040 |
High (YTD): |
2024-01-10 |
2.940 |
Low (YTD): |
2024-05-27 |
1.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.652 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.84% |
Volatility 6M: |
|
119.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |