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DZ Bank Put 640 ASME 20.12.2024/  DE000DJ32G28  /

Frankfurt Zert./DZB
08/11/2024  12:04:45 Chg.+0.790 Bid12:29:17 Ask12:29:17 Underlying Strike price Expiration date Option type
4.310EUR +22.44% 4.130
Bid Size: 7,500		 4.160
Ask Size: 7,500		 ASML HOLDING EO -... 640.00 EUR 20/12/2024 Put
 

Master data

WKN: DJ32G2
Issuer: DZ Bank AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 640.00 EUR
Maturity: 20/12/2024
Issue date: 13/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.02
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 1.53
Implied volatility: 0.38
Historic volatility: 0.39
Parity: 1.53
Time value: 2.37
Break-even: 601.00
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.30
Spread %: 8.33%
Delta: -0.54
Theta: -0.34
Omega: -8.64
Rho: -0.43
 

Quote data

Open: 3.530
High: 4.310
Low: 3.340
Previous Close: 3.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.61%
1 Month  
+155.03%
3 Months  
+117.68%
YTD
  -18.53%
1 Year
  -52.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.230 3.520
1M High / 1M Low: 4.800 0.860
6M High / 6M Low: 4.800 0.400
High (YTD): 04/01/2024 6.830
Low (YTD): 10/07/2024 0.400
52W High: 09/11/2023 9.130
52W Low: 10/07/2024 0.400
Avg. price 1W:   4.002
Avg. volume 1W:   0.000
Avg. price 1M:   3.042
Avg. volume 1M:   0.000
Avg. price 6M:   1.678
Avg. volume 6M:   0.000
Avg. price 1Y:   2.730
Avg. volume 1Y:   0.000
Volatility 1M:   1,133.41%
Volatility 6M:   592.11%
Volatility 1Y:   430.72%
Volatility 3Y:   -