DZ Bank Put 660 ASME 20.12.2024
/ DE000DJ7EPA0
DZ Bank Put 660 ASME 20.12.2024/ DE000DJ7EPA0 /
| 2024-11-08 12:47:29 PM |
Chg.-0.26 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.34EUR |
-4.64% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
660.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7EPA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
660.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.39 |
| Parity: |
3.53 |
| Time value: |
1.60 |
| Break-even: |
608.70 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.30 |
| Spread %: |
6.21% |
| Delta: |
-0.64 |
| Theta: |
-0.31 |
| Omega: |
-7.73 |
| Rho: |
-0.52 |
Quote data
| Open: |
4.57 |
| High: |
5.34 |
| Low: |
4.57 |
| Previous Close: |
5.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.77% |
| 1 Month |
|
|
+124.37% |
| 3 Months |
|
|
+97.05% |
| YTD |
|
|
-10.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.33 |
| 1M High / 1M Low: |
6.11 |
1.19 |
| 6M High / 6M Low: |
6.11 |
0.52 |
| High (YTD): |
2024-01-04 |
7.75 |
| Low (YTD): |
2024-07-15 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,369.66% |
| Volatility 6M: |
|
661.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
