DZ Bank Put 200 CGM 20.12.2024
/ DE000DJ7GM76
DZ Bank Put 200 CGM 20.12.2024/ DE000DJ7GM76 /
| 15/08/2024 09:06:39 |
Chg.-0.07 |
Bid12:45:36 |
Ask12:45:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
-2.82% |
2.42
Bid Size: 25,000 |
2.44
Ask Size: 25,000 |
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: |
-6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
2.28 |
| Time value: |
0.28 |
| Break-even: |
174.50 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.41% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-4.89 |
| Rho: |
-0.52 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
+44.31% |
| 3 Months |
|
|
+83.97% |
| YTD |
|
|
-8.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.48 |
| 1M High / 1M Low: |
2.72 |
1.41 |
| 6M High / 6M Low: |
2.72 |
1.07 |
| High (YTD): |
10/01/2024 |
2.94 |
| Low (YTD): |
27/05/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.99% |
| Volatility 6M: |
|
136.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
