DZ Bank Put 220 CGM 20.12.2024
/ DE000DQ0G7M8
DZ Bank Put 220 CGM 20.12.2024/ DE000DQ0G7M8 /
16/07/2024 21:34:33 |
Chg.-0.090 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
2.940EUR |
-2.97% |
2.940 Bid Size: 2,500 |
3.000 Ask Size: 2,500 |
CAPGEMINI SE INH. EO... |
220.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DQ0G7M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.83 |
Intrinsic value: |
2.81 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
2.81 |
Time value: |
0.29 |
Break-even: |
189.00 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
1.97% |
Delta: |
-0.70 |
Theta: |
-0.02 |
Omega: |
-4.35 |
Rho: |
-0.71 |
Quote data
Open: |
3.030 |
High: |
3.060 |
Low: |
2.870 |
Previous Close: |
3.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.23% |
1 Month |
|
|
-26.50% |
3 Months |
|
|
+10.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.640 |
3.010 |
1M High / 1M Low: |
3.850 |
3.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |