DZ Bank Put 200 CGM 20.12.2024
/ DE000DJ7GM76
DZ Bank Put 200 CGM 20.12.2024/ DE000DJ7GM76 /
| 9/17/2024 9:04:28 PM |
Chg.-0.070 |
Bid9:29:06 PM |
Ask9:29:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
-4.52% |
1.470
Bid Size: 6,250 |
1.500
Ask Size: 6,250 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.99 |
| Time value: |
0.59 |
| Break-even: |
184.30 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.95% |
| Delta: |
-0.59 |
| Theta: |
-0.05 |
| Omega: |
-7.09 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.490 |
| High: |
1.500 |
| Low: |
1.270 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-32.42% |
| 3 Months |
|
|
-37.55% |
| YTD |
|
|
-43.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.360 |
| 1M High / 1M Low: |
2.230 |
1.360 |
| 6M High / 6M Low: |
2.810 |
1.040 |
| High (YTD): |
1/10/2024 |
2.940 |
| Low (YTD): |
5/27/2024 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.772 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.35% |
| Volatility 6M: |
|
129.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
