DZ Bank Put 200 CGM 20.12.2024
/ DE000DJ7GM76
DZ Bank Put 200 CGM 20.12.2024/ DE000DJ7GM76 /
18/10/2024 19:04:28 |
Chg.-0.160 |
Bid19:10:16 |
Ask19:10:16 |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
-8.00% |
1.840 Bid Size: 8,750 |
1.860 Ask Size: 8,750 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.72 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
1.72 |
Time value: |
0.34 |
Break-even: |
179.50 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
1.49% |
Delta: |
-0.70 |
Theta: |
-0.06 |
Omega: |
-6.27 |
Rho: |
-0.26 |
Quote data
Open: |
1.990 |
High: |
1.990 |
Low: |
1.770 |
Previous Close: |
2.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.38% |
1 Month |
|
|
+30.50% |
3 Months |
|
|
+17.95% |
YTD |
|
|
-29.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.100 |
1.920 |
1M High / 1M Low: |
2.100 |
1.050 |
6M High / 6M Low: |
2.810 |
1.040 |
High (YTD): |
10/01/2024 |
2.940 |
Low (YTD): |
27/05/2024 |
1.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.810 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.62% |
Volatility 6M: |
|
147.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |