DZ Bank Put 25 COK 20.12.2024
/ DE000DJ30WE3
DZ Bank Put 25 COK 20.12.2024/ DE000DJ30WE3 /
2024-08-02 2:05:55 PM |
Chg.+0.022 |
Bid2024-08-02 |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.089EUR |
+32.84% |
0.089 Bid Size: 50,000 |
0.099 Ask Size: 50,000 |
CANCOM SE O.N. |
25.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ30WE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CANCOM SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-34.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.33 |
Parity: |
-0.73 |
Time value: |
0.10 |
Break-even: |
24.05 |
Moneyness: |
0.77 |
Premium: |
0.26 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.03 |
Spread %: |
46.15% |
Delta: |
-0.15 |
Theta: |
-0.01 |
Omega: |
-5.25 |
Rho: |
-0.02 |
Quote data
Open: |
0.070 |
High: |
0.090 |
Low: |
0.070 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.25% |
1 Month |
|
|
+45.90% |
3 Months |
|
|
-47.65% |
YTD |
|
|
-64.40% |
1 Year |
|
|
-80.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.062 |
1M High / 1M Low: |
0.080 |
0.047 |
6M High / 6M Low: |
0.340 |
0.047 |
High (YTD): |
2024-03-20 |
0.340 |
Low (YTD): |
2024-07-05 |
0.047 |
52W High: |
2023-10-25 |
0.570 |
52W Low: |
2024-07-05 |
0.047 |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.167 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.266 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
217.19% |
Volatility 6M: |
|
163.42% |
Volatility 1Y: |
|
132.19% |
Volatility 3Y: |
|
- |