DZ Bank Put 220 CGM 20.09.2024
/ DE000DQ0G7L0
DZ Bank Put 220 CGM 20.09.2024/ DE000DQ0G7L0 /
| 8/12/2024 9:13:35 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
220.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
DQ0G7L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
8/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.28 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
4.28 |
| Time value: |
0.04 |
| Break-even: |
176.90 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
-0.12 |
| Spread %: |
-2.71% |
| Delta: |
-0.90 |
| Theta: |
-0.04 |
| Omega: |
-3.72 |
| Rho: |
-0.20 |
Quote data
| Open: |
4.29 |
| High: |
4.29 |
| Low: |
4.29 |
| Previous Close: |
4.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+48.96% |
| 3 Months |
|
|
+130.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.40 |
4.29 |
| 1M High / 1M Low: |
4.51 |
2.42 |
| 6M High / 6M Low: |
4.51 |
1.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.34% |
| Volatility 6M: |
|
151.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
