DZ Bank Put 560 ASME 20.12.2024/  DE000DJ32G02  /

EUWAX
11/8/2024  9:49:21 AM Chg.-0.34 Bid12:36:53 PM Ask12:36:53 PM Underlying Strike price Expiration date Option type
0.74EUR -31.48% 0.94
Bid Size: 7,500
0.97
Ask Size: 7,500
ASML HOLDING EO -... 560.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ32G0
Issuer: DZ Bank AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 560.00 EUR
Maturity: 12/20/2024
Issue date: 7/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -60.65
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.39
Parity: -6.47
Time value: 1.03
Break-even: 549.70
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.68
Spread abs.: 0.30
Spread %: 41.10%
Delta: -0.19
Theta: -0.28
Omega: -11.79
Rho: -0.15
 

Quote data

Open: 0.74
High: 0.74
Low: 0.74
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.99%
1 Month  
+2.78%
3 Months
  -33.33%
YTD
  -73.67%
1 Year
  -85.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.08
1M High / 1M Low: 1.78 0.35
6M High / 6M Low: 2.99 0.22
High (YTD): 1/4/2024 3.66
Low (YTD): 7/15/2024 0.22
52W High: 11/8/2023 5.28
52W Low: 7/15/2024 0.22
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   0.77
Avg. volume 6M:   0.00
Avg. price 1Y:   1.44
Avg. volume 1Y:   0.00
Volatility 1M:   1,473.24%
Volatility 6M:   748.03%
Volatility 1Y:   536.85%
Volatility 3Y:   -