DZ Bank Put 200 CGM 20.12.2024
/ DE000DJ7GM76
DZ Bank Put 200 CGM 20.12.2024/ DE000DJ7GM76 /
| 2024-07-16 9:07:55 AM |
Chg.-0.05 |
Bid6:48:37 PM |
Ask6:48:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-2.99% |
1.62
Bid Size: 8,750 |
1.65
Ask Size: 8,750 |
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: |
-11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.81 |
| Time value: |
0.89 |
| Break-even: |
183.00 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.80% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-5.85 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.18% |
| 1 Month |
|
|
-28.63% |
| 3 Months |
|
|
-4.71% |
| YTD |
|
|
-38.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.67 |
| 1M High / 1M Low: |
2.40 |
1.67 |
| 6M High / 6M Low: |
2.42 |
1.07 |
| High (YTD): |
2024-01-10 |
2.94 |
| Low (YTD): |
2024-05-27 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.54% |
| Volatility 6M: |
|
127.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
